standardizeInputsEW

The online moments are updated via exponential weighting.

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

standardizeInputsEW function

<dl><dt>x</dt>
<dd>A numeric value.</dd>
<dt>n_obs</dt>
<dd>A numeric value. The number of observations.</dd>
<dt>lambda</dt>
<dd>A numeric value.</dd>
<dt>current_mean</dt>
<dd>A numeric value.</dd>
<dt>current_var</dt>
<dd>A numeric value.</dd></dl>

Arguments

Michael Stephanou &lt;michael.stephanou@gmail.com&gt;

Author

Standardizes the observation x and updates the online moment inputs — standardizeInputsEW

<dl>

<dt>x</dt>
<dd>A numeric value.</dd>


<dt>n_obs</dt>
<dd>A numeric value. The number of observations.</dd>


<dt>lambda</dt>
<dd>A numeric value.</dd>


<dt>current_mean</dt>
<dd>A numeric value.</dd>


<dt>current_var</dt>
<dd>A numeric value.</dd>

</dl>

standardizeInputsEW: Standardizes the observation x and updates the online moment inputs

Description

Usage

Value

Arguments

Author