kerdiest: Nonparametric kernel estimation of the distribution function. Bandwidth selection and estimation of related functions

Nonparametric kernel distribution function estimation is performed. Three automatic bandwidth selection methods for nonparametric kernel distribution function estimation are implemented: the plug-in of Altman and Leger, the plug-in of Polansky and Baker, and the modified cross-validation of Bowman, Hall and Prvan. The exceedance function, the mean return period and the return level are also computed.

Version: 1.2
Depends: date, chron, evir
Published: 2012-08-13
Author: Alejandro Quintela del Rio and Graciela Estevez Perez
Maintainer: Alejandro Quintela del Rio <aquintela at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Citation: kerdiest citation info
CRAN checks: kerdiest results


Reference manual: kerdiest.pdf
Package source: kerdiest_1.2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X binaries: r-release: kerdiest_1.2.tgz, r-oldrel: kerdiest_1.2.tgz
Old sources: kerdiest archive

Reverse dependencies:

Reverse depends: FCGR
Reverse imports: HYRISK
Reverse suggests: LSAmitR


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