Univariate 4th-order Gram-Charlier density approximation.

Univariate 4th-order Gram-Charlier density approximation.

dgc4(x, cmom, rm.neg = TRUE, log = FALSE)

Arguments

x	Vector of density quantiles.
cmom	Vector of first 4 central moments of distribution.
rm.neg	Logical; if TRUE clips the density at smallest calculated non-negative value.
log	Logical; if TRUE returns approximating density on log scale.

Value

Vector of density evaluations.

Examples

df <- 3
nsamples <- 100
X <- rchisq(nsamples, df=df) # iid samples from the Chi-Sq(df)

# calculate central moments
cmom <- mean(X)
cmom <- c(cmom, mean((X-cmom)^2), mean((X-cmom)^3), mean((X-cmom)^4))

curve(dgc4(x, cmom = cmom, rm.neg = TRUE), from = 0, to = 10)