Man pages for pendensity
Density Estimation with a Penalized Mixture Approach

AllianzDaily final prices (DAX) of the German stock Allianz in the...
bias.parCalculating the bias of the parameter beta
ckCalculating the actual weights ck
Derv1Calculating the first derivative of the pendensity likelihood...
Derv2Calculating the second order derivative with and without...
DeutscheBankDaily final prices (DAX) of the German stock Deutsche Bank in...
distr.funcThese functions are used for calculating the empirical and...
D.mCalculating the penalty matrix
f.hatCalculating the actual fitted values 'f.hat' of the estimated...
L.matCalculates the difference matrix of order m
marg.likelihoodCalculating the marginal likelihood
my.AICCalculating the AIC value
my.bsplinemy.bspline
my.positive.definite.solvemy.positive.definite.solve
new.beta.valCalculating the new parameter beta
new.lambdaCalculating new penalty parameter lambda
pendenFormFormula interpretation and data transfer
pendensityCalculating penalized density
pendensity-packageThe package 'pendensity' offers routines for estimating...
pen.log.likeCalculating the log likelihood
plot.pendensityPlotting estimated penalized densities
print.pendensityPrinting the main results of the (conditional) penalized...
test.equalTesting pairwise equality of densities
variance.parCalculating the variance of the parameters
variance.valCalculating variance and standard deviance of each...
pendensity documentation built on May 29, 2017, 9:04 a.m.