hpa
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Software:81363
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Distributions Hermite Polynomial Approximation
Last update: 29 November 2023
Copyright license: GNU General Public License, version 3.0
Software version identifier: 1.3.0, 1.3.1, 1.0.0, 1.0.1, 1.1.0, 1.1.1, 1.1.2, 1.1.3, 1.2.0, 1.2.1, 1.3.3
Multivariate conditional and marginal densities, moments, cumulative distribution functions as well as binary choice and sample selection models based on Hermite polynomial approximation which was proposed and described by A. Gallant and D. W. Nychka (1987) <doi:10.2307/1913241>.
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