Kader - An R Package for Nonparametric Kernel Adjusted Density Estimation and Regression. In a series of three papers published from 2011 through 2013, Stute and coauthors introduced a fully data-adaptive nonparametric kernel method for pointwise univariate density estimation and likewise for regression estimation. For density estimation a robustified version of this adaptive method was also provided and the pointwise method was extended to an L2 -approach. Here, an R package is presented that implements (so far) parts of those methods. This package is a first attempt to narrow the gap between the theoretical derivation of the methods and their availability for practical applications.
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References in zbMATH (referenced in 2 articles , 1 standard article )
Showing results 1 to 2 of 2.
- Eichner, Gerrit: Kader -- an R package for nonparametric kernel adjusted density estimation and regression (2017)
- Ferger, Dietmar (ed.); González Manteiga, Wenceslao (ed.); Schmidt, Thorsten (ed.); Wang, Jane-Ling (ed.): From statistics to mathematical finance. Festschrift in honour of Winfried Stute (2017)