Robust likelihood cross validation bandwidth for uni- and multi-variate kernel densities. It is robust against fat-tailed distributions and/or outliers. Based on "Robust Likelihood Cross-Validation for Kernel Density Estimation," Wu (2019) <doi:10.1080/07350015.2018.1424633>.
Version: | 1.0.0 |
Imports: | statmod, stats |
Suggests: | rmarkdown, knitr, copula |
Published: | 2022-03-07 |
DOI: | 10.32614/CRAN.package.rlcv |
Author: | Ximing Wu [aut, cre] |
Maintainer: | Ximing Wu <xwu at tamu.edu> |
License: | GPL (≥ 3) |
URL: | https://sites.google.com/tamu.edu/ximingwu/ |
NeedsCompilation: | no |
Materials: | README |
CRAN checks: | rlcv results |
Reference manual: | rlcv.pdf |
Vignettes: |
robust likelihood cross validation |
Package source: | rlcv_1.0.0.tar.gz |
Windows binaries: | r-devel: rlcv_1.0.0.zip, r-release: rlcv_1.0.0.zip, r-oldrel: rlcv_1.0.0.zip |
macOS binaries: | r-release (arm64): rlcv_1.0.0.tgz, r-oldrel (arm64): rlcv_1.0.0.tgz, r-release (x86_64): rlcv_1.0.0.tgz, r-oldrel (x86_64): rlcv_1.0.0.tgz |
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