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FKSUM (version 0.1.4)

Fast Kernel Sums

Description

Implements the method of Hofmeyr, D.P. (2019) 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.

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Version

Install

install.packages('FKSUM')

Monthly Downloads

316

Version

0.1.4

License

GPL

Maintainer

David Hofmeyr

Last Published

April 29th, 2020

Functions in FKSUM (0.1.4)

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