Nonparametric Probability Density Estimator

Farmer, J., D. Jacobs (2108) . A nonparametric density estimator based on the maximum-entropy method. Accurately predicts a probability density function (PDF) for random data using a novel iterative scoring function to determine the best fit without overfitting to the sample.


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install.packages("PDFEstimator")

3.1 by Jenny Farmer, 3 days ago


Browse source code at https://github.com/cran/PDFEstimator


Authors: Jenny Farmer <[email protected]> and Donald Jacobs <[email protected]>


Documentation:   PDF Manual  


GPL (>= 2) license



See at CRAN