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).

Version: 0.1.0
Imports: gsl
Published: 2023-05-30
DOI: 10.32614/CRAN.package.ChernoffDist
Author: Haitian Xie
Maintainer: Haitian Xie <xht at>
License: GPL-3
NeedsCompilation: no
In views: Distributions
CRAN checks: ChernoffDist results


Reference manual: ChernoffDist.pdf


Package source: ChernoffDist_0.1.0.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): ChernoffDist_0.1.0.tgz, r-oldrel (arm64): ChernoffDist_0.1.0.tgz, r-release (x86_64): ChernoffDist_0.1.0.tgz, r-oldrel (x86_64): ChernoffDist_0.1.0.tgz


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