DPQ: Density, Probability, Quantile ('DPQ') Computations
Computations for approximations and alternatives for the 'DPQ'
(Density (pdf), Probability (cdf) and Quantile) functions for probability
distributions in R.
Primary focus is on (central and non-central) beta, gamma and related
distributions such as the chi-squared, F, and t.
–
For several distribution functions, provide functions implementing formulas from
Johnson, Kotz, and Kemp (1992) <doi:10.1002/bimj.4710360207> and
Johnson, Kotz, and Balakrishnan (1995) for discrete or continuous
distributions respectively.
This is for the use of researchers in these numerical approximation
implementations, notably for my own use in order to improve standard
R pbeta(), qgamma(), ..., etc: {'"dpq"'-functions}.
| Version: |
0.5-6 |
| Depends: |
R (≥ 4.0.0) |
| Imports: |
stats, graphics, methods, utils, sfsmisc (≥ 1.1-14) |
| Suggests: |
Rmpfr, DPQmpfr (≥ 0.3-1), gmp, MASS, mgcv, scatterplot3d, interp |
| Published: |
2023-09-07 |
| Author: |
Martin Maechler 
[aut, cre],
Morten Welinder [ctb] (pgamma C code, see PR#7307, Jan. 2005; further
pdhyper()),
Wolfgang Viechtbauer [ctb] (dtWV(), 2002),
Ross Ihaka [ctb] (src/qchisq_appr.c),
Marius Hofert [ctb] (lsum(), lssum()),
R-core [ctb] (src/{dpq.h, algdiv.c, pnchisq.c, bd0.c}),
R Foundation [cph] (src/qchisq-appr.c) |
| Maintainer: |
Martin Maechler <maechler at stat.math.ethz.ch> |
| BugReports: |
https://r-forge.r-project.org/tracker/?atid=2462&group_id=611 |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: |
https://specfun.r-forge.r-project.org/,
https://r-forge.r-project.org/R/?group_id=611 |
| NeedsCompilation: |
yes |
| Materials: |
NEWS |
| In views: |
Distributions |
| CRAN checks: |
DPQ results |
Documentation:
Downloads:
Reverse dependencies:
Linking:
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