logdensity-package: The logdensity package

In kschurter/logdensity: Estimate the (Logarithm) of the Density and its Derivatives

Description

A package for estimating (log) densities and their derivatives

Details

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 logarithm of the 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).

Author(s)

Joris Pinkse and Karl Schurter (maintainer, [e-mail])

References

Pinkse, J. and Schurter, K. (2020) ”Estimates of derivatives of (log) densities and related objects.”

kschurter/logdensity documentation built on Feb. 22, 2022, 1:07 p.m.