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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).
| Version: | 0.1.0 |
| Imports: | gsl |
| Published: | 2023-05-30 |
| DOI: | 10.32614/CRAN.package.ChernoffDist |
| Author: | Haitian Xie |
| Maintainer: | Haitian Xie <xht at gsm.pku.edu.cn> |
| License: | GPL-3 |
| NeedsCompilation: | no |
| In views: | Distributions |
| CRAN checks: | ChernoffDist results |
| Reference manual: | ChernoffDist.pdf |
| Package source: | ChernoffDist_0.1.0.tar.gz |
| Windows binaries: | r-devel: ChernoffDist_0.1.0.zip, r-release: ChernoffDist_0.1.0.zip, r-oldrel: ChernoffDist_0.1.0.zip |
| macOS binaries: | r-release (arm64): ChernoffDist_0.1.0.tgz, r-oldrel (arm64): ChernoffDist_0.1.0.tgz, r-release (x86_64): ChernoffDist_0.1.0.tgz, r-oldrel (x86_64): ChernoffDist_0.1.0.tgz |
| Reverse imports: | survML |
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