merge_pair.hermite_estimator_univar: Merges two Hermite estimators

In hermiter: Efficient Sequential and Batch Estimation of Univariate and Bivariate Probability Density Functions and Cumulative Distribution Functions along with Quantiles (Univariate) and Nonparametric Correlation (Bivariate)

Merges two Hermite estimators

Description

This method allows a pair of Hermite based estimators of class hermite_estimator_univar to be consistently merged.

Usage

## S3 method for class 'hermite_estimator_univar'
merge_pair(h_est_obj, hermite_estimator_other)

Arguments

h_est_obj	A hermite_estimator_univar object. The first Hermite series based estimator.
hermite_estimator_other	A hermite_estimator_univar object. The second Hermite series based estimator.

Details

Note that the N and standardize arguments must be the same for the two estimators in order to merge them. In addition, note that exponentially weighted estimators cannot be merged. If the Hermite estimators are not standardized, the merged estimator will be exactly equivalent to constructing a single estimator on the data set formed by combining the data sets used to update the respective hermite_estimator_univar inputs. If the input Hermite estimators are standardized however, then the equivalence will be approximate but still accurate in most cases.

Value

An object of class hermite_estimator_univar.

hermiter documentation built on May 29, 2024, 2:09 a.m.