Tools for the Continuous Convolution Trick in Nonparametric Estimation

Implements the uniform scaled beta distribution and the continuous convolution kernel density estimator.


Build status Linux Build status Windows codecov.io CRAN version License: GPL v3

cctools is an R package implementing the uniform scaled beta distribution, a generic function for continuous convolution, and the continuous convolution kernel density estimator, see Nagler (2017).

How to install

  • the stable release on CRAN:
install.packages("cctools")
  • the latest development version:
devtools::install_github("tnagler/cctools")

Functions

For a detailed description, see the API documentation.

  • dusb(), rusb(): Density and simulation functions for the uniform scaled beta distribution.
  • cont_conv(): Expands all factor variables in a data frame and applies the continuous convolution tricks to all ordered() variables.
  • cckde(), dcckde(), predict.cckde(): fit and evaluate the continuous convolution kernel density estimator.

References

Nagler, T. (2017). A generic approach to nonparametric function estimation with mixed data. arXiv:1704.07457

News

cctools 0.1.1

BUG FIXES

  • Expanded factor dummies now contain the name of the factor level.

cctools 0.1.0

First release.

Reference manual

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install.packages("cctools")

0.1.1 by Thomas Nagler, a year ago


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


Authors: Thomas Nagler [aut, cre]


Documentation:   PDF Manual  


GPL-3 license


Imports stats, Rcpp, qrng

Suggests testthat

Linking to Rcpp, RcppArmadillo


Imported by kde1d, kdevine, rvinecopulib, vinereg.


See at CRAN