Package: ChernoffDist
Type: Package
Title: Chernoff's Distribution
Version: 0.1.0
Author: Haitian Xie
Maintainer: Haitian Xie <xht@gsm.pku.edu.cn>
Description: 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).
License: GPL-3
Encoding: UTF-8
RoxygenNote: 7.2.3
Imports: gsl
NeedsCompilation: no
Packaged: 2023-05-28 23:45:32 UTC; haitianxie
Repository: CRAN
Date/Publication: 2023-05-30 10:10:05 UTC
Built: R 4.6.0; ; 2026-04-26 14:25:40 UTC; unix
