Package index • saddlepoint

All functions

BinomialCGF: Binomial CGF Object
BinomialModelCGF(): Create a Parametric Binomial CGF Object
ExponentialCGF: Exponential CGF Object
ExponentialModelCGF(): Create a Parametric Exponential CGF Object
ExponentialTiltCGF(): Exponential Tilting of a CGF
GammaCGF: Gamma CGF Object
GammaModelCGF(): Create a Parametric Gamma CGF Object
NormalCGF GaussianCGF: Univariate Normal CGF object
NormalModelCGF() GaussianModelCGF(): Create a parametric univariate Normal CGF
GeometricCGF: Geometric CGF Object
GeometricModelCGF(): Create a Parametric Geometric CGF Object
MultinomialCGF: MultinomialCGF
MultinomialModelCGF(): Create a Parametric MultinomialCGF Object
MultivariateNormalModelCGF() MultivariateGaussianModelCGF(): Create a Multivariate Normal CGF Object
NegBinCGF: Negative Binomial CGF Object
NegBinModelCGF(): Create a Parametric Negative Binomial CGF Object
PoissonCGF: Poisson CGF object
PoissonModelCGF(): Create a Parametric Poisson CGF Object
SubunitaryMultinomialCGF: SubunitaryMultinomialCGF
SubunitaryMultinomialModelCGF(): Create a Parametric Subunitary Multinomial CGF Object
adaptCGF(): Create an adapted CGF object using an adaptor function
adaptor(): Create an adaptor object
compute.saddlepointLL.correction(): Compute the correction term for the saddlepoint approximation to the log-likelihood
compute.spa.negll(): Compute the saddlepoint negative log-likelihood
compute.std.error(): Compute standard error and inverse Hessian
concatenationCGF(): Concatenation of CGF objects
createCGF(): Create a CGF object from user-defined functions
createCGFfromVectorizedFunctions() createCGF_fromVectorisedFunctions(): Create a CGF object from vectorized functions
find.saddlepoint.MLE(): Find maximum likelihood estimates using the saddlepoint likelihood.
get.ineq.constraint.function(): Create the inequality constraint function
get.saddlepoint.eq.constraint.function(): Create the saddlepoint equality constraint function
get.saddlepoint.nll.function(): Create the saddlepoint negative log-likelihood function
get.zeroth.saddlepoint.nll.function(): Create the zeroth-order saddlepoint negative log-likelihood function
iidReplicatesCGF(): Replicate a CGF object over multiple i.i.d. blocks and/or with a fixed block size
linearlyMappedCGF(): CGF Object of a linearly mapped random variable \(Y = A \, X\)
randomlyStoppedSumCGF(): CGF for a randomly-stopped sum
saddlepoint saddlepoint-package: saddlepoint: A framework for the saddlepoint approximation with CGF operations
saddlepoint.solve(): Numerical saddlepoint equation solver
shiftedCGF(): Shifted CGF (deterministic translation)
sumOfIndependentCGF(): CGF Object for the sum of independent random variables
sumOfiidCGF(): Create a CGF object for the sum of n i.i.d. random variables.