BoundEdgeworth: Bound on the Error of the First-Order Edgeworth Expansion
Computes uniform bounds on the distance between the cumulative distribution function of a standardized sum of random variables and its first-order Edgeworth expansion, following the article Derumigny, Girard, Guyonvarch (2023) <doi:10.1007/s13171-023-00320-y>.
| Version: | 0.1.3 |
| Imports: | expint |
| Suggests: | spelling, testthat (≥ 3.0.0) |
| Published: | 2025-12-01 |
| DOI: | 10.32614/CRAN.package.BoundEdgeworth |
| Author: | Alexis Derumigny 
[aut, cre],
Lucas Girard [aut],
Yannick Guyonvarch [aut] |
| Maintainer: | Alexis Derumigny <a.f.f.derumigny at tudelft.nl> |
| BugReports: | https://github.com/AlexisDerumigny/BoundEdgeworth/issues |
| License: | GPL-3 |
| URL: | https://github.com/AlexisDerumigny/BoundEdgeworth |
| NeedsCompilation: | no |
| Language: | en-US |
| Citation: | BoundEdgeworth citation info |
| Materials: | README, NEWS |
| CRAN checks: | BoundEdgeworth results |
Documentation:
| Reference manual: | BoundEdgeworth.html , BoundEdgeworth.pdf |
Downloads:
| Package source: | BoundEdgeworth_0.1.3.tar.gz |
| Windows binaries: | r-devel: BoundEdgeworth_0.1.3.zip, r-release: BoundEdgeworth_0.1.2.1.zip, r-oldrel: BoundEdgeworth_0.1.3.zip |
| macOS binaries: | r-release (arm64): BoundEdgeworth_0.1.3.tgz, r-oldrel (arm64): BoundEdgeworth_0.1.3.tgz, r-release (x86_64): BoundEdgeworth_0.1.3.tgz, r-oldrel (x86_64): BoundEdgeworth_0.1.3.tgz |
| Old sources: | BoundEdgeworth archive |
Linking:
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