PDFEstimator (version 4.5)

Multivariate Nonparametric Probability Density Estimator

Description

Farmer, J., D. Jacobs (2108) . A multivariate nonparametric density estimator based on the maximum-entropy method. Accurately predicts a probability density function (PDF) for random data using a novel iterative scoring function to determine the best fit without overfitting to the sample.

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Install

install.packages('PDFEstimator')

Monthly Downloads

362

Version

4.5

License

GPL (>= 2)

Maintainer

Last Published

August 24th, 2023

Functions in PDFEstimator (4.5)