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).
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.1.0 |
2026-04-09 windows/windows R-4.5 | ChernoffDist_0.1.0.zip |
20.4 KiB |