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
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

Documentation:

Reference manual:

ChernoffDist.pdf

Downloads:

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 dependencies:

Reverse imports:

survML

Linking:

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