Description
Kernel Estimator and Bandwidth Selection for Density and Its Derivatives.
Description
Smoothing techniques and computing bandwidth selectors of the nth derivative of a probability density for one-dimensional data (described in Arsalane Chouaib Guidoum (2020) <arXiv:2012.06102> [stat.CO]).
README.md
kedd
The kedd package provides additional smoothing techniques to the R statistical system. Although various packages hosted by the Comprehensive R Archive Network (CRAN) provide useful functions to nonparametric statistics, kedd aims to serve as a central location for, more specifically, nonparametric functions and datasets.
The current features set of the package can be split in four main categories:
- compute the convolutions and derivatives of a kernel function;
- compute the kernel estimators for a probability density function and its derivatives;
- computing the bandwidth selectors with different methods;
- displaying the kernel estimators and selection functions of the bandwidth.