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rlcv: Robust Likelihood Cross Validation Bandwidth Selection
Robust likelihood cross validation bandwidth for uni- and multi-variate kernel densities. It is robust against fat-tailed distributions and/or outliers. Based on "Robust Likelihood Cross-Validation for Kernel Density Estimation," Wu (2019) <doi:10.1080/07350015.2018.1424633>.
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Package details |
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| Author | Ximing Wu [aut, cre] |
| Maintainer | Ximing Wu <xwu@tamu.edu> |
| License | GPL (>= 3) |
| Version | 1.0.0 |
| URL | https://sites.google.com/tamu.edu/ximingwu/ |
| Package repository | View on CRAN |
| Installation |
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