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ChernoffDist  

Chernoff's Distribution
View on CRAN: Click here


Download and install ChernoffDist package within the R console
Install from CRAN:
install.packages("ChernoffDist")

Install from Github:
library("remotes")
install_github("cran/ChernoffDist")

Install by package version:
library("remotes")
install_version("ChernoffDist", "0.1.0")



Attach the package and use:
library("ChernoffDist")
Maintained by
Haitian Xie
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-05-30
Latest Update: 2023-05-30
Description:
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, . 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).
How to cite:
Haitian Xie (2023). ChernoffDist: Chernoff's Distribution. R package version 0.1.0, https://cran.r-project.org/web/packages/ChernoffDist. Accessed 13 Mar. 2026.
Previous versions and publish date:
No previous versions
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Complete documentation for ChernoffDist
Functions, R codes and Examples using the ChernoffDist R package
Full ChernoffDist package functions and examples
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