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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 |
Please use the canonical form https://CRAN.R-project.org/package=rlcv to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.