FKSUM v0.1.4

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Fast Kernel Sums

Implements the method of Hofmeyr, D.P. (2019) <DOI:10.1109/TPAMI.2019.2930501> for fast evaluation of univariate kernel smoothers based on recursive computations. Applications to the basic problems of density and regression function estimation are provided, as well as some projection pursuit methods for which the objective is based on non-parametric functionals of the projected density, or conditional density of a response given projected covariates.

Functions in FKSUM

Name Description
f_ica Projection index for independent component analysis.
kndksum Kernel and kernel derivative sums
FKSUM-package Fast Exact Kernel Smoothing
fk_mdh Minimum density hyperplanes
ksum Kernel sums
fk_md_dp C++ code for evaluating partial gradient of mimimum density hyperplane w.r.t. projected data
plot.fk_ppr Plot method for class fk_ppr
bin_wts Compute discrete bin weights
fk_md_b Minimum density hyperplane orthogonal to a vector
fk_md C++ code for evaluating mimimum density hyperplane from projected data
plot.fk_mdh Plot method for class fk_mdh
df_ppr Gradient of the projection index for projection pursuit regression
fk_sum Fast Exact Kernel Sum Evaluation
h_Gauss_to_K Bandwidth conversion from Gaussian
print.fk_mdh Print method for class fk_mdh
cbin_alloc Allocation of points to bins
predict.fk_regression Predict method for class fk_regression
fk_density Fast univariate kernel density estimation
df_ica Gradient of projection index for independent component analysis.
dksum Kernel derivative sums
h_K_to_Gauss Bandwidth conversion to Gaussian
fk_NW Nadaraya-Watson regression estimator
fk_fmdh Projection index for finding minimum density hyperplanes
fk_dfmdh Gradient of projection index for finding minimum density hyperplanes
fancy_PPR_initialisation Initialisation for PPR based on Ridge LM after GAM type smoothing
fk_is_minim_md Check if MDH constraints are active
predict.fk_ppr Predict method for class fk_ppr
whiten Whitening (standardising) a data matrix
print.fk_ppr Print method for class fk_ppr
fk_ICA Independent component analysis with sample entropy estimated via kernel density
plot.fk_regression Plot method for class fk_regression
kLLreg Leave-one-out regression smoother
sm_bin_wts Compute smoothed bin weights
fk_ppr Projection pursuit regression with local linear kernel smoother
plot.fk_ICA Plot method for class fk_ICA
fk_loc_lin Local linear regression estimator
norm_K The L2 norm of a kernel
plot.fk_density Plot method for class fk_density
print.fk_ICA Print method for class fk_ICA
fk_regression Fast univariate kernel regression
norm_const_K Normalising constant for kernels in FKSUM
var_K Variance of a kernel
plot_kernel Plot the shape of a kernel function implemented in FKSUM based on its vector of beta coefficients
print.fk_density Print method for class fk_density
print.fk_regression Print method for class fk_regression
roughness_K Kernel roughness
f_ppr Projection index for projection pursuit regression
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Details

Type Package
License GPL
Encoding UTF-8
LinkingTo Rcpp, RcppArmadillo
LazyData true
NeedsCompilation yes
Packaged 2020-04-29 06:02:14 UTC; david
Repository CRAN
Date/Publication 2020-04-29 06:30:02 UTC

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