Facilitates estimation of the full probability density function, cumulative distribution function and quantile function using Hermite series based estimators. These estimators are particularly useful in the sequential setting (both stationary and non-stationary) and one-pass batch estimation setting for large data sets. Based on: Stephanou, Michael, Varughese, Melvin and Iain Macdonald. "Sequential quantiles via Hermite series density estimation." Electronic Journal of Statistics 11.1 (2017): 570-607 <doi:10.1214/17-EJS1245> and Stephanou, Michael and Varughese, Melvin. "On the properties of Hermite series based distribution function estimators." Metrika (2020) <doi:10.1007/s00184-020-00785-z>.
| Version: | 1.0.0 |
| Imports: | Rcpp (≥ 1.0.5), methods |
| LinkingTo: | Rcpp, BH |
| Suggests: | testthat, magrittr, knitr, rmarkdown, dplyr, data.table, ggplot2, DT |
| Published: | 2020-09-10 |
| Author: | Michael Stephanou [aut, cre], Melvin Varughese [ctb] |
| Maintainer: | Michael Stephanou <michael.stephanou at gmail.com> |
| BugReports: | https://github.com/MikeJaredS/hermiter/issues |
| License: | MIT + file LICENSE |
| URL: | https://github.com/MikeJaredS/hermiter |
| NeedsCompilation: | yes |
| Materials: | README NEWS |
| CRAN checks: | hermiter results |
| Reference manual: | hermiter.pdf |
| Vignettes: |
hermiter |
| Package source: | hermiter_1.0.0.tar.gz |
| Windows binaries: | r-devel: hermiter_1.0.0.zip, r-release: hermiter_1.0.0.zip, r-oldrel: hermiter_1.0.0.zip |
| macOS binaries: | r-release: hermiter_1.0.0.tgz, r-oldrel: hermiter_1.0.0.tgz |
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