ChernoffDist: Chernoff's Distribution
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 |
Author: |
Haitian Xie |
Maintainer: |
Haitian Xie <xht at gsm.pku.edu.cn> |
License: |
GPL-3 |
NeedsCompilation: |
no |
In views: |
Distributions |
CRAN checks: |
ChernoffDist results |
Documentation:
Downloads:
Linking:
Please use the canonical form
https://CRAN.R-project.org/package=ChernoffDist
to link to this page.