A Davidian curve defines a seminonparametric density, whose shape and flexibility can be tuned by easy to estimate parameters. Since a special case of a Davidian curve is the standard normal density, Davidian curves can be used for relaxing normality assumption in statistical applications .
This package provides the density function, the gradient of the loglikelihood and a random generator for Davidian curves:
ddc(x, phi), Davidian curve density function
rdc(n, phi), a random sampler for Davidian curves
dc_grad(x, phi), the gradient function of Davidian curves
The second argument
phi of these functions is a vector,
which contains the parameter(s) of a Davidian curve. The higher the
number of parameters, the more flexible the density. The values of the
parameres define the shape of the curve. Following [1, 2], this package
provides support for Davidian curves up to 10 parameters.