cum_prob.hermite_estimator_univar

This method calculates the cumulative probability values at a vector of
x values using the hermite_estimator_univar object (h_est_obj).

Facilitates estimation of full univariate and bivariate
probability density functions and cumulative distribution functions along with
full quantile functions (univariate) and nonparametric correlation
(bivariate) 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 Macdonald, Iain. "Sequential quantiles via Hermite series density estimation." Electronic Journal of Statistics 11.1 (2017): 570-607 <doi:10.1214/17-EJS1245>,
Stephanou, Michael and Varughese, Melvin. "On the properties of Hermite series based distribution function estimators." Metrika (2020) <doi:10.1007/s00184-020-00785-z> and Stephanou, Michael and Varughese, Melvin. "Sequential estimation of Spearman rank correlation using Hermite series estimators." Journal of Multivariate Analysis (2021) <doi:10.1016/j.jmva.2021.104783>.

Michael Stephanou

hermiter

Efficient Sequential and Batch Estimation of Univariate and
Bivariate Probability Density Functions and Cumulative
Distribution Functions along with Quantiles (Univariate) and
Nonparametric Correlation (Bivariate)

Melvin Varughese

cum_prob.hermite_estimator_univar function

<dl><dt>h_est_obj</dt>
<dd>A hermite_estimator_univar object.</dd>
<dt>x</dt>
<dd>A numeric vector. Values at which to estimate the cumulative
probability</dd>
<dt>clipped</dt>
<dd>A boolean value. This value determines whether cumulative
probabilities are clipped to lie within the range [0,1].</dd>
<dt>accelerate_series</dt>
<dd>A boolean value. This value determines whether
Hermite series acceleration is applied.</dd></dl>

Arguments

Estimates the cumulative probability for a vector of x values — cum_prob.hermite_estimator_univar

<dl>

<dt>h_est_obj</dt>
<dd>A hermite_estimator_univar object.</dd>


<dt>x</dt>
<dd>A numeric vector. Values at which to estimate the cumulative
probability</dd>


<dt>clipped</dt>
<dd>A boolean value. This value determines whether cumulative
probabilities are clipped to lie within the range [0,1].</dd>


<dt>accelerate_series</dt>
<dd>A boolean value. This value determines whether
Hermite series acceleration is applied.</dd>

</dl>

cum_prob.hermite_estimator_univar: Estimates the cumulative probability for a vector of x values

Description

Usage

Value

Arguments

Details