Ecosyste.ms: Awesome
An open API service indexing awesome lists of open source software.
Projects in Awesome Lists tagged with saddlepoint-approximation
A curated list of projects in awesome lists tagged with saddlepoint-approximation .
https://github.com/s-broda/quadraticformsmghyp.jl
A package for evaluating tail probabilities and partial moments for random vectors in multivariate generalized hyperbolic random vectors.
expected-shortfall generalized-hyperbolic-distribution imhof inversion-formula normal-inverse-gaussian partial-moments quadratic-forms saddlepoint-approximation students-t tail-probabilities value-at-risk variance-gamma
Last synced: 12 Oct 2024
