Man pages for pendensity
Density Estimation with a Penalized Mixture Approach
| Allianz | Daily final prices (DAX) of the German stock Allianz in the... |
| bias.par | Calculating the bias of the parameter beta |
| ck | Calculating the actual weights ck |
| Derv1 | Calculating the first derivative of the pendensity likelihood... |
| Derv2 | Calculating the second order derivative with and without... |
| DeutscheBank | Daily final prices (DAX) of the German stock Deutsche Bank in... |
| distr.func | These functions are used for calculating the empirical and... |
| D.m | Calculating the penalty matrix |
| dpendensity | Calculating the fitted density or distribution |
| f.hat | Calculating the actual fitted values 'f.hat' of the estimated... |
| L.mat | Calculates the difference matrix of order m |
| marg.likelihood | Calculating the marginal likelihood |
| my.AIC | Calculating the AIC value |
| my.bspline | my.bspline |
| my.positive.definite.solve | my.positive.definite.solve |
| new.beta.val | Calculating the new parameter beta |
| new.lambda | Calculating new penalty parameter lambda |
| pendenForm | Formula interpretation and data transfer |
| pendensity | Calculating penalized density |
| pendensity-package | The package 'pendensity' offers routines for estimating... |
| pen.log.like | Calculating the log likelihood |
| plot.pendensity | Plotting estimated penalized densities |
| print.pendensity | Printing the main results of the (conditional) penalized... |
| test.equal | Testing pairwise equality of densities |
| variance.par | Calculating the variance of the parameters |
| variance.val | Calculating variance and standard deviance of each... |
