kerdiest-package: Nonparametric kernel estimation of the distribution....

Description Author(s) References

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 Estevez Perez graci@udc.es and Alejandro Quintela del Rio aquintela@udc.es

Maintainer: Alejandro Quintela del Rio aquintela@udc.es

References

Quintela-del-Rio, A. and Estevez-Perez, G. (2012) Nonparametric Kernel Distribution Function Estimation with kerdiest: An R Package for Bandwidth Choice and Applications, Journal of Statistical Software 50(8), pp. 1-21. URL http://www.jstatsoft.org/v50/i08/.


kerdiest documentation built on May 2, 2019, 3:24 a.m.