Package: kdensity 1.1.1

kdensity: Kernel Density Estimation with Parametric Starts and Asymmetric Kernels

Handles univariate non-parametric density estimation with parametric starts and asymmetric kernels in a simple and flexible way. Kernel density estimation with parametric starts involves fitting a parametric density to the data before making a correction with kernel density estimation, see Hjort & Glad (1995) <doi:10.1214/aos/1176324627>. Asymmetric kernels make kernel density estimation more efficient on bounded intervals such as (0, 1) and the positive half-line. Supported asymmetric kernels are the gamma kernel of Chen (2000) <doi:10.1023/A:1004165218295>, the beta kernel of Chen (1999) <doi:10.1016/S0167-9473(99)00010-9>, and the copula kernel of Jones & Henderson (2007) <doi:10.1093/biomet/asm068>. User-supplied kernels, parametric starts, and bandwidths are supported.

Authors:Jonas Moss, Martin Tveten

kdensity_1.1.1.tar.gz
kdensity_1.1.1.zip(r-4.5)kdensity_1.1.1.zip(r-4.4)kdensity_1.1.1.zip(r-4.3)
kdensity_1.1.1.tgz(r-4.5-any)kdensity_1.1.1.tgz(r-4.4-any)kdensity_1.1.1.tgz(r-4.3-any)
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kdensity.pdf |kdensity.html
kdensity/json (API)
NEWS

# Install 'kdensity' in R:
install.packages('kdensity', repos = c('https://jonasmoss.r-universe.dev', 'https://cloud.r-project.org'))

Bug tracker:https://github.com/jonasmoss/kdensity/issues

On CRAN:

asymmetric-kernelsdensity-estimationkernel-density-estimationnon-parametric

6.57 score 16 stars 1 packages 155 scripts 534 downloads 1 exports 53 dependencies

Last updated 1 days agofrom:23c1ee338d. Checks:1 OK, 7 NOTE. Indexed: yes.

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Exports:kdensity

Dependencies:actuarassertthatbbmlebdsmatrixclicvarEQLexpintextraDistrfansifastICAfBasicsfGarchgbutilsgluegssGUILDSintervalslatticelifecyclelogitnormmagrittrMASSMatrixmvtnormnakagaminloptrnumDerivpillarpkgconfigpoilogpoweRlawpracmarbibutilsRcppRcppArmadilloRcppGSLRcppParallelRcppZigguratRdpackRfastrlangsadsspatialstabledisttibbletimeDatetimeSeriesttutilsunivariateMLutf8vctrsVGAM

Tutorial for kdensity

Rendered fromtutorial.Rmdusingknitr::rmarkdownon Feb 18 2025.

Last update: 2025-02-18
Started: 2018-02-23