hermiter: R package for Sequential Nonparametric Estimation

Autor:	Stephanou, Michael, Varughese, Melvin
Rok vydání:	2021
Předmět:	Statistics - Computation
Druh dokumentu:	Working Paper
DOI:	10.1007/s00180-023-01382-0
Popis:	This article introduces the R package hermiter which facilitates estimation of univariate and bivariate probability density functions and cumulative distribution functions along with full quantile functions (univariate) and nonparametric correlation coefficients (bivariate) using Hermite series based estimators. The algorithms implemented in the hermiter package are particularly useful in the sequential setting (both stationary and non-stationary) and one-pass batch estimation setting for large data sets. In addition, the Hermite series based estimators are approximately mergeable allowing parallel and distributed estimation. Comment: 33 pages plus references, 11 figures. Incorporates journal reviewer and editor comments. As appears in Computational Statistics
Databáze:	arXiv
Externí odkaz:	http://arxiv.org/abs/2111.14091 Zobrazit plný text záznamu View this record from Arxiv