density.hermite_estimator_bivar

The hermite_estimator_bivar object, x must be updated with observations 
prior to the use of the method.

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

density.hermite_estimator_bivar function

<dl><dt>x</dt>
<dd>A hermite_estimator_bivar object.</dd>
<dt>x_lower</dt>
<dd>A numeric vector. This vector determines the lower limit of 
x values at which to evaluate the density.</dd>
<dt>x_upper</dt>
<dd>A numeric vector. This vector determines the upper limit of 
x values at which to evaluate the density.</dd>
<dt>...</dt>
<dd>Additional arguments for the dens function.</dd></dl>

Arguments

Creates an object summarizing the bivariate PDF with associated generic 
methods print and plot. — density.hermite_estimator_bivar

<dl>

<dt>x</dt>
<dd>A hermite_estimator_bivar object.</dd>


<dt>x_lower</dt>
<dd>A numeric vector. This vector determines the lower limit of 
x values at which to evaluate the density.</dd>


<dt>x_upper</dt>
<dd>A numeric vector. This vector determines the upper limit of 
x values at which to evaluate the density.</dd>


<dt>...</dt>
<dd>Additional arguments for the dens function.</dd>

</dl>

density.hermite_estimator_bivar: Creates an object summarizing the bivariate PDF with associated generic methods print and plot.

Description

Usage

Value

Arguments