Density.T.HoldOut: Density.T.HoldOut: Non-combinatorial T-estimation Hold-Out for density estimation
Version 2.00

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).

Browse man pages Browse package API and functions Browse package files

AuthorNelo Magalhães (Univ. Paris Sud 11 - INRIA team Select) and Yves Rozenholc (Univ. Paris Descartes - INRIA team Select)
Date of publication2014-09-20 07:17:29
MaintainerNelo Magalhães <nelo.moltermagalhaes@gmail.com>
LicenseGPL (>= 2)
Version2.00
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("Density.T.HoldOut")

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.

Functions

Density.T.HoldOut Man page
DensityTestim Man page Source code
DynamicExtreme Source code
DynamicList Source code
TBuildEstim Source code
TBuildIrregularHisto Man page Source code
TBuildKernel Man page Source code
TBuildList Man page Source code
TBuildParametric Man page Source code
TBuildRegularHisto Man page Source code
Tdistance Source code
Thisto Source code
Tkernel Source code
Tnorm Source code
Tparametric Source code
calcNL Source code
histgreedy Source code

Files

NAMESPACE
R
R/DensityTestim.R
MD5
DESCRIPTION
man
man/TBuildIrregularHisto.Rd
man/TBuildParametric.Rd
man/TBuildKernel.Rd
man/DensityTestim.Rd
man/Density.T.HoldOut-package.Rd
man/TBuildList.Rd
man/TBuildRegularHisto.Rd
Density.T.HoldOut documentation built on May 19, 2017, 1:30 p.m.