| Type: | Package |
| Title: | Chernoff's Distribution |
| Version: | 0.1.0 |
| Author: | Haitian Xie |
| Maintainer: | Haitian Xie <xht@gsm.pku.edu.cn> |
| Description: | Computes Chernoff's distribution based on the method in Piet Groeneboom & Jon A Wellner (2001) Computing Chernoff's Distribution, Journal of Computational and Graphical Statistics, 10:2, 388-400, <doi:10.1198/10618600152627997>. Chernoff's distribution is defined as the distribution of the maximizer of the two-sided Brownian motion minus quadratic drift. That is, Z = argmax (B(t)-t^2). |
| License: | GPL-3 |
| Encoding: | UTF-8 |
| RoxygenNote: | 7.2.3 |
| Imports: | gsl |
| NeedsCompilation: | no |
| Packaged: | 2023-05-28 23:45:32 UTC; haitianxie |
| Repository: | CRAN |
| Date/Publication: | 2023-05-30 10:10:05 UTC |
Density function of Chernoff's distribution
Description
Computes the density of Chernoff's distribution.
Usage
dChern(x)
Arguments
x |
evaluation point of the density. |
Value
The function returns Chernoff's density evaluated at x.
Examples
dChern(0)
Cumulative distribution function of Chernoff's distribution
Description
Computes the CDF of Chernoff's distribution.
Usage
pChern(q)
Arguments
q |
evaluation point of the distribution function. |
Value
The function returns Chernoff's distribution function evaluated at q.
Examples
pChern(0)
Quantile function of Chernoff's distribution
Description
Computes the quantiles of Chernoff's distribution.
Usage
qChern(p)
Arguments
p |
evaluation point of the quantile function. |
Value
The function returns Chernoff's quantile function evaluated at p.
Examples
qChern(0.5)