A unified R framework automatically assembles saddlepoint likelihoods from moment generating functions, with a diagnostic that estimates the gap to exact likelihood estimates even when the exact likelihood is intractable.
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A general framework for computation and estimation using the saddlepoint approximation
A unified R framework automatically assembles saddlepoint likelihoods from moment generating functions, with a diagnostic that estimates the gap to exact likelihood estimates even when the exact likelihood is intractable.