kerdiest: Nonparametric Kernel Estimation of Distribution Function

Nonparametric kernel distribution function estimation is performed. Three bandwidth selectors are implemented: the plug-in selectors of Altman and Leger and of Polansky and Baker, and the cross-validation selector of Bowman, Hall and Prvan. The exceedance function, the mean return period and the return level are also computed. For details, see Quintela-del-Río and Estévez-Pérez (2012) <doi:10.18637/jss.v050.i08>.

Package details

AuthorAlejandro Quintela-del-Río [aut], Graciela Estévez-Pérez [aut], Ignacio López-de-Ullibarri [cre]
MaintainerIgnacio López-de-Ullibarri <ignacio.lopezdeullibarri@udc.es>
LicenseGPL (>= 2)
Version1.3-1
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("kerdiest")

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kerdiest documentation built on June 23, 2025, 5:08 p.m.