merge_moments_and_count_univar

The algorithm to merge the variances consistently comes from
Schubert, Erich, and Michael Gertz. "Numerically stable parallel computation 
of (co-) variance." Proceedings of the 30th International Conference on 
Scientific and Statistical Database Management. 2018.

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

merge_moments_and_count_univar function

<dl><dt>hermite_estimator1</dt>
<dd>A hermite_estimator_univar object.</dd>
<dt>hermite_estimator2</dt>
<dd>A hermite_estimator_univar object.</dd></dl>

Arguments

Internal method to consistently merge the number of observations, means and 
variances of two Hermite estimators — merge_moments_and_count_univar

<dl>

<dt>hermite_estimator1</dt>
<dd>A hermite_estimator_univar object.</dd>


<dt>hermite_estimator2</dt>
<dd>A hermite_estimator_univar object.</dd>

</dl>

merge_moments_and_count_univar: Internal method to consistently merge the number of observations, means and variances of two Hermite estimators

Description

Usage

Value

Arguments