CDF, quantile, random variate, expectation, etc.

JonasMoss / kdensity

An R package for kernel density estimation with parametric starts and asymmetric kernels.

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CDF, quantile, random variate, expectation, etc. #21

Closed JonasMoss closed 5 years ago

JonasMoss commented 6 years ago

Should any of these be implemented?

Random variates: Sometimes important. Easy to implement without starts for the probabilistic kernels (all except beta and gamma?) Can make a "conditional" function for this.

CDF: Again, probably easy for the probabilistic kernels. Will need numeric integration for the rest.

Quantile: Difficult! Will need some good ideas. Maybe the most useful of the bunch?

JonasMoss commented 5 years ago

Not needed.