hpa

Distributions Hermite Polynomial Approximation

CRAN Package

Multivariate conditional and marginal densities, moments, cumulative distribution functions as well as binary choice and sample selection models based on Hermite polynomial approximation which was proposed and described by A. Gallant and D. W. Nychka (1987) doi:10.2307/1913241.

  • Version1.3.3
  • R versionunknown
  • LicenseGPL-3
  • Needs compilation?Yes
  • Last release11/29/2023

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  • Imports2 packages
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  • Linking To3 packages
  • Reverse Imports2 packages