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PDQutils

PDQ Functions via Gram Charlier, Edgeworth, and Cornish Fisher Approximations

A collection of tools for approximating the 'PDQ' functions (respectively, the cumulative distribution, density, and quantile) of probability distributions via classical expansions involving moments and cumulants.

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VersionRepositoryFileSize
0.1.6 2026-04-09 windows/windows R-4.5 PDQutils_0.1.6.zip 484.6 KiB

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