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Description

Tools for the Continuous Convolution Trick in Nonparametric Estimation.

Implements the uniform scaled beta distribution and the continuous convolution kernel density estimator.

cctools

Build status Linux Build status Windows codecov.io CRAN version License: GPL v3

cctools is an R package implementing the uniform scaled beta distribution, a generic function for continuous convolution, and the continuous convolution kernel density estimator, see Nagler (2017).

How to install

  • the stable release on CRAN:
install.packages("cctools")
  • the latest development version:
devtools::install_github("tnagler/cctools")

Functions

For a detailed description, see the API documentation.

  • dusb(), rusb(): Density and simulation functions for the uniform scaled beta distribution.
  • cont_conv(): Expands all factor variables in a data frame and applies the continuous convolution tricks to all ordered() variables.
  • cckde(), dcckde(), predict.cckde(): fit and evaluate the continuous convolution kernel density estimator.

References

Nagler, T. (2017). A generic approach to nonparametric function estimation with mixed data.arXiv:1704.07457

Metadata

Version

0.1.2

License

Unknown

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