Kernels: Kernel functions

In NPHazardRate: Nonparametric Hazard Rate Estimation

Description

Implements various kernel functions, including boundary, integrated and discrete kernels for use in the definition of the nonparametric estimates

Usage

Biweight(x, ...)
Epanechnikov(x, ...)
Triangular(x, ...)
Gaussian(x, ...)
HigherOrder(x, ...)
Rectangular(x, ...)
IntBiweight(x)
IntEpanechnikov(x)
IntRectangular(x)
IntTriangular(x)
IntGaussian(x)
SDBiweight(x)
a0(x,h)
a1(x,h)
a2(x,h)
BoundaryBiweight(x, h)
b0(x,h)
b1(x,h)
b2(x,h)
BoundaryEpanechnikov(x, h)
Habbema(xin, x)

Arguments

x	A vector of data points where the kernel will be evaluated.
h	A scalar.
xin	Discrete data inputs especially for the Habbema discrete kernel.
...	Further arguments.

Details

Implements the Biweight, Second Derivative Biweight, Epanechnikov, Triangular, Guassian, Rectangular, the Boundary adjusted Biweight and Epanechnikov kernels. It also provides the kernel distribution functions for the Biweight, Epanechnikov, Rectangular, Triangular and Guassian kernels. Additionally it implements the discrete kernel Habbema.

Value

The value of the kernel at x

References

1. Bagkavos and Patil, Local Polynomial Fitting in Failure Rate Estimation, IEEE Transactions on Reliability, 57, (2008),

2. Bagkavos (2011), Annals of the Institute of Statistical Mathematics, 63(5), 1019-1046,

NPHazardRate documentation built on May 2, 2019, 10:24 a.m.