hermiter: R package for Sequential Nonparametric Estimation

This article introduces the R package hermiter which facilitates estimation of univariate and bivariate probability density functions and cumulative distribution functions along with full quantile functions (univariate) and nonparametric correlation coefficients (bivariate) using Hermite series base...

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Bibliographic Details
Published in:arXiv.org 2023-07
Main Authors: Stephanou, Michael, Varughese, Melvin
Format: Article
Language:English
Subjects:
Algorithms
Bivariate analysis
Correlation coefficients
Distribution functions
Estimators
Probability density functions
Online Access:Get full text
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Summary:This article introduces the R package hermiter which facilitates estimation of univariate and bivariate probability density functions and cumulative distribution functions along with full quantile functions (univariate) and nonparametric correlation coefficients (bivariate) using Hermite series based estimators. The algorithms implemented in the hermiter package are particularly useful in the sequential setting (both stationary and non-stationary) and one-pass batch estimation setting for large data sets. In addition, the Hermite series based estimators are approximately mergeable allowing parallel and distributed estimation.
ISSN:2331-8422
DOI:10.48550/arxiv.2111.14091