essHist: The Essential Histogram

Provide an optimal histogram, in the sense of probability density estimation and features detection, by means of multiscale variational inference. In other words, the resulting histogram servers as an optimal density estimator, and meanwhile recovers the features, such as increases or modes, with both false positive and false negative controls. Moreover, it provides a parsimonious representation in terms of the number of blocks, which simplifies data interpretation. The only assumption for the method is that data points are independent and identically distributed, so it applies to fairly general situations, including continuous distributions, discrete distributions, and mixtures of both. For details see Li, Munk, Sieling and Walther (2016) <arXiv:1612.07216>.

Package details

AuthorHousen Li [aut, cre], Hannes Sieling [aut]
MaintainerHousen Li <housen.li@outlook.com>
LicenseGPL-3
Version1.2.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("essHist")

Try the essHist package in your browser

Any scripts or data that you put into this service are public.

essHist documentation built on May 10, 2019, 5:03 p.m.