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hpa

Distributions Hermite Polynomial Approximation

Installation

About

Multivariate conditional and marginal densities, moments, cumulative distribution functions as well as binary choice and sample selection models based on Hermite polynomial approximation which was proposed and described by A. Gallant and D. W. Nychka (1987) doi:10.2307/1913241.

System requirements GNU make

Key Metrics

Version 1.3.3
Published 2023-11-29 156 days ago
Needs compilation? yes
License GPL-3
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Maintainer

Maintainer

Potanin Bogdan

bogdanpotanin@gmail.com

Authors

Potanin Bogdan

Material

Reference manual
Package source

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

hpa archive

Imports

Rcpp ≥ 1.0.10
RcppParallel ≥ 5.0.0

Suggests

ggplot2
mvtnorm
titanic
sampleSelection
GA ≥ 3.2

LinkingTo

Rcpp
RcppArmadillo
RcppParallel

Reverse Imports

mnorm
switchSelection

Reverse LinkingTo

mnorm
switchSelection