kschurter/logdensity: Estimate the (Logarithm) of the Density and its Derivatives
This package contains functions that estimate the logarithm of an unknown density function from iid data. The estimation strategy is based on a local polynomial appoximation to the log-density. The estimates behave well near the boundary of the support of the density and can be guaranteed to be nonnegative. Details can be found in Pinske and Schurter (2020) ''Estimates of derivatives of (log) densities and related objects.''
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | Joris Pinkse and Karl Schurter |
| Maintainer | Karl Schurter <kschurter@psu.edu> |
| License | GNU General Public License Version 3 + file LICENSE |
| Version | 0.1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
|
