Does anyone have something better (read faster) than the following for
the CDF of an A-type Gram-Charlier expansion ?
Many thanks in advance,
fact <- function (x) gamma(1 + x)
gc <- function(w,skew=0,kurtosis=0)
# gram-charlier density
# to be positive, must respect the constraints:
# [-1.0493,1.0493] and [3,7] respectively