Efficient Sequential and Batch Estimation of Probability Density Functions, Cumulative Distribution Functions and Quantiles

Facilitates estimation of the full probability density function, cumulative distribution function and quantile function 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 Iain Macdonald. "Sequential quantiles via Hermite series density estimation." Electronic Journal of Statistics 11.1 (2017): 570-607 and Stephanou, Michael and Varughese, Melvin. "On the properties of Hermite series based distribution function estimators." Metrika (2020) .


Reference manual

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1.0.0 by Michael Stephanou, 3 months ago


Report a bug at https://github.com/MikeJaredS/hermiter/issues

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

Authors: Michael Stephanou [aut, cre] , Melvin Varughese [ctb]

Documentation:   PDF Manual  

MIT + file LICENSE license

Imports Rcpp, methods

Suggests testthat, magrittr, knitr, rmarkdown, dplyr, data.table, ggplot2, DT

Linking to Rcpp, BH

See at CRAN