Extended Empirical Saddlepoint Density Approximations

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Documentation for package ‘esaddle’ version 0.0.7

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

demvn	Evaluate the density of a multivariate Gaussian fit
dsaddle	Evaluating the Extended Empirical Saddlepoint (EES) density
ecgf	Cumulant generating function estimation
findMode	Finding the mode of the empirical saddlepoint density
robCov	Robust covariance matrix estimation
rsaddle	Simulate random variables from the Extended Empirical Saddlepoint density (ESS)
selectDecay	Tuning the Extended Empirical Saddlepoint (EES) density by cross-validation