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)

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>.

Version: 2.3.1
Depends: R (≥ 3.6.0)
Imports: Rcpp (≥ 1.0.5), methods, RcppParallel (≥ 5.1.1)
LinkingTo: Rcpp, BH, RcppParallel
Suggests: testthat, magrittr, knitr, rmarkdown, dplyr, data.table, ggplot2, DT, mvtnorm, patchwork, colorspace
Published: 2024-03-06
DOI: 10.32614/CRAN.package.hermiter
Author: Michael Stephanou [aut, cre], Melvin Varughese [ctb]
Maintainer: Michael Stephanou <michael.stephanou at gmail.com>
BugReports: https://github.com/MikeJaredS/hermiter/issues
License: MIT + file LICENSE
URL: https://github.com/MikeJaredS/hermiter
NeedsCompilation: yes
SystemRequirements: GNU make
Citation: hermiter citation info
Materials: README NEWS
CRAN checks: hermiter results


Reference manual: hermiter.pdf
Vignettes: hermiter


Package source: hermiter_2.3.1.tar.gz
Windows binaries: r-devel: hermiter_2.3.1.zip, r-release: hermiter_2.3.1.zip, r-oldrel: hermiter_2.3.1.zip
macOS binaries: r-release (arm64): hermiter_2.3.1.tgz, r-oldrel (arm64): hermiter_2.3.1.tgz, r-release (x86_64): hermiter_2.3.1.tgz, r-oldrel (x86_64): hermiter_2.3.1.tgz
Old sources: hermiter archive


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