kerdiest-package: Nonparametric Kernel Estimation of the Distribution Function

In kerdiest: Nonparametric Kernel Estimation of Distribution Function

Nonparametric Kernel Estimation of the Distribution Function

Description

Nonparametric kernel distribution function estimation for continuous random variables is performed. Three automatic bandwidth selection procedures for nonparametric kernel distribution function estimation are implemented: the plug-in method of Altman and Leger, the plug-in method of Polansky and Baker, and the modified cross-validation method of Bowman, Hall and Prvan. The exceedance function, the mean return period and the return level are also computed.

Author(s)

Graciela Estévez Pérez and Alejandro Quintela del Río

Maintainer: Ignacio López-de-Ullibarri

References

Quintela-del-Río, A. and Estévez-Pérez, G. (2012), "Nonparametric kernel distribution function estimation with kerdiest: an R package for bandwidth choice and applications", Journal of Statistical Software, 50(8), 1-21.

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