density.hermite_estimator_univar

The hermite_estimator_univar, 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_univar function

<dl><dt>x</dt>
<dd>A hermite_estimator_univar object.</dd>
<dt>x_lower</dt>
<dd>A numeric value. This value determines the lower limit of 
x values at which to evaluate the density.</dd>
<dt>x_upper</dt>
<dd>A numeric value. This value 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 PDF with associated generic methods 
print and plot. — density.hermite_estimator_univar

<dl>

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


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


<dt>x_upper</dt>
<dd>A numeric value. This value 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_univar: Creates an object summarizing the PDF with associated generic methods print and plot.

Description

Usage

Value

Arguments