This package (now on CRAN!) implements the Extended Empirical Saddlepoint density approximation (EES) described in Fasiolo et al., 2016.

For more information, see the vignette.

References

• Fasiolo, M., Wood, S. N., Hartig, F. and Bravington, M. V. (2016). An Extended Empirical Saddlepoint Approximation for Intractable Likelihoods. ArXiv http://arxiv.org/abs/1601.01849.