hcdf.hermite_estimator_bivar

The hermite_estimator_bivar object h_est_obj must be updated with 
observations prior to the use of this 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

hcdf.hermite_estimator_bivar function

<dl><dt>h_est_obj</dt>
<dd>A hermite_estimator_bivar object.</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>
<dt>x_lower</dt>
<dd>A numeric vector. This vector determines the lower limit of 
x values at which to evaluate the CDF.</dd>
<dt>x_upper</dt>
<dd>A numeric value. This vector determines the upper limit of 
x values at which to evaluate the CDF.</dd></dl>

Arguments

Creates an object summarizing the bivariate CDF with associated generic 
methods print, plot and summary. — hcdf.hermite_estimator_bivar

<dl>

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


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


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

</dl>

hcdf.hermite_estimator_bivar: Creates an object summarizing the bivariate CDF with associated generic methods print, plot and summary.

Description

Usage

Value

Arguments