kerdiest-package:
Nonparametric kernel estimation of the distribution. Bandwidth selection methods
and estimation of related functions.
Description
Nonparametric kernel distribution function estimation for continuous random
variables is performed. Three automatic bandwidth selection procedures for
nonparametric kernel distribution function estimation are implemented: the
plug-in method of Altman and Leger, the plug-in method of Polansky and Baker,
and the modified cross-validation method of Bowman, Hall and Prvan. The
exceedance function, the mean return period and the return level
are also computed.
References
Quintela-del-Rio, A. and Estevez-Perez, G. (2012)
Nonparametric Kernel Distribution Function Estimation with kerdiest:
An R Package for Bandwidth Choice and Applications,
Journal of Statistical Software 50(8), pp. 1-21.
URL http://www.jstatsoft.org/v50/i08/.