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).


Reference manual

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2.00 by Nelo Magalhães, 7 years ago

Browse source code at

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