Density.T.HoldOut: Density.T.HoldOut: Non-combinatorial T-estimation Hold-Out for density estimation

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Implementation in the density framework of the non-combinatorial algorithm and its greedy version, introduced by Magalhães and Rozenholc (2014), for T-estimation Hold-Out proposed in Birgé (2006, Section 9). The package provide an implementation which uses several families of estimators (regular and irregular histograms, kernel estimators) which may be used alone or combined. As a complement, provides also a comparison with other Held-Out derived from least-squares and maximum-likelihood. This package implements also the T-estimation Hold-Out derived from the test introduced in Baraud (2011).

Author
Nelo Magalhães (Univ. Paris Sud 11 - INRIA team Select) and Yves Rozenholc (Univ. Paris Descartes - INRIA team Select)
Date of publication
2014-09-20 07:17:29
Maintainer
Nelo Magalhães <nelo.moltermagalhaes@gmail.com>
License
GPL (>= 2)
Version
2.00

View on CRAN

Man pages

DensityTestim
Non-combinatorial T-estimation Hold-Out for density...
Density.T.HoldOut-package
Density.T.HoldOut: Non-combinatorial T-estimation Hold-Out...
TBuildIrregularHisto
Irregular histogram estimator list constructor.
TBuildKernel
Kernel estimator list constructor.
TBuildList
Construction of a list of regular and irregular histograms,...
TBuildParametric
Parametric estimator list constructor.
TBuildRegularHisto
Regular histogram estimator list constructor.

Files in this package

Density.T.HoldOut
Density.T.HoldOut/NAMESPACE
Density.T.HoldOut/R
Density.T.HoldOut/R/DensityTestim.R
Density.T.HoldOut/MD5
Density.T.HoldOut/DESCRIPTION
Density.T.HoldOut/man
Density.T.HoldOut/man/TBuildIrregularHisto.Rd
Density.T.HoldOut/man/TBuildParametric.Rd
Density.T.HoldOut/man/TBuildKernel.Rd
Density.T.HoldOut/man/DensityTestim.Rd
Density.T.HoldOut/man/Density.T.HoldOut-package.Rd
Density.T.HoldOut/man/TBuildList.Rd
Density.T.HoldOut/man/TBuildRegularHisto.Rd