DPQ: Density, Probability, Quantile ('DPQ') Computations

Computations for approximations and alternatives for the 'DPQ' (Density (pdf), Probability (cdf) and Quantile) functions for probability distributions in R. Primary focus is on (central and non-central) beta, gamma and related distributions such as the chi-squared, F, and t. – For several distribution functions, provide functions implementing formulas from Johnson, Kotz, and Kemp (1992) <doi:10.1002/bimj.4710360207> and Johnson, Kotz, and Balakrishnan (1995) for discrete or continuous distributions respectively. This is for the use of researchers in these numerical approximation implementations, notably for my own use in order to improve standard R pbeta(), qgamma(), ..., etc: {'"dpq"'-functions}.

Version: 0.5-8
Depends: R (≥ 4.0.0)
Imports: stats, graphics, methods, utils, sfsmisc (≥ 1.1-14)
Suggests: Rmpfr, DPQmpfr (≥ 0.3-1), gmp, MASS, mgcv, scatterplot3d, interp
Published: 2023-12-01
DOI: 10.32614/CRAN.package.DPQ
Author: Martin Maechler ORCID iD [aut, cre], Morten Welinder [ctb] (pgamma C code, see PR#7307, Jan. 2005; further pdhyper()), Wolfgang Viechtbauer [ctb] (dtWV(), 2002), Ross Ihaka [ctb] (src/qchisq_appr.c), Marius Hofert [ctb] (lsum(), lssum()), R-core [ctb] (src/{dpq.h, algdiv.c, pnchisq.c, bd0.c}), R Foundation [cph] (src/qchisq-appr.c)
Maintainer: Martin Maechler <maechler at stat.math.ethz.ch>
BugReports: https://r-forge.r-project.org/tracker/?atid=2462&group_id=611
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://specfun.r-forge.r-project.org/, https://r-forge.r-project.org/R/?group_id=611, https://r-forge.r-project.org/scm/viewvc.php/pkg/DPQ/?root=specfun, svn://svn.r-forge.r-project.org/svnroot/specfun/pkg/DPQ
NeedsCompilation: yes
Materials: NEWS
In views: Distributions
CRAN checks: DPQ results


Reference manual: DPQ.pdf
Vignettes: Noncentral Chi-Squared Probabilities – Algorithms in R
Computing Beta(a,b) for Large Arguments
log1pmx, bd0, stirlerr - Probability Computations in R
Asymptotic Tail Formulas For Gaussian Quantiles


Package source: DPQ_0.5-8.tar.gz
Windows binaries: r-devel: DPQ_0.5-8.zip, r-release: DPQ_0.5-8.zip, r-oldrel: DPQ_0.5-8.zip
macOS binaries: r-release (arm64): DPQ_0.5-8.tgz, r-oldrel (arm64): DPQ_0.5-8.tgz, r-release (x86_64): DPQ_0.5-8.tgz, r-oldrel (x86_64): DPQ_0.5-8.tgz
Old sources: DPQ archive

Reverse dependencies:

Reverse imports: DPQmpfr
Reverse enhances: Rmpfr


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