Description
Tools for the Continuous Convolution Trick in Nonparametric Estimation.
Description
Implements the uniform scaled beta distribution and the continuous convolution kernel density estimator.
README.md
cctools
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 allordered()
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