kerdiest (version 1.2)

Nonparametric kernel estimation of the distribution function. Bandwidth selection and estimation of related functions.

Description

Nonparametric kernel distribution function estimation is performed. Three automatic bandwidth selection methods for nonparametric kernel distribution function estimation are implemented: the plug-in of Altman and Leger, the plug-in of Polansky and Baker, and the modified cross-validation of Bowman, Hall and Prvan. The exceedance function, the mean return period and the return level are also computed.

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Install

install.packages('kerdiest')

Monthly Downloads

31

Version

1.2

License

GPL (>= 2)

Last Published

August 13th, 2012

Functions in kerdiest (1.2)