Density.T.HoldOut: Non-combinatorial T-estimation Hold-Out for density estimation

Implementation in the density framework of the non-combinatorial algorithm and its greedy version, introduced by Magalhães and Rozenholc (2014), for T-estimation Hold-Out proposed in Birgé (2006, Section 9). The package provide an implementation which uses several families of estimators (regular and irregular histograms, kernel estimators) which may be used alone or combined. As a complement, provides also a comparison with other Held-Out derived from least-squares and maximum-likelihood. This package implements also the T-estimation Hold-Out derived from the test introduced in Baraud (2011).


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install.packages("Density.T.HoldOut")

2.00 by Nelo Magalhães, 5 years ago


Browse source code at https://github.com/cran/Density.T.HoldOut


Authors: Nelo Magalhães (Univ. Paris Sud 11 - INRIA team Select) and Yves Rozenholc (Univ. Paris Descartes - INRIA team Select)


Documentation:   PDF Manual  


GPL (>= 2) license


Imports histogram


See at CRAN