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Merge pull request #4 from MikeJaredS/performance_enhancements_quantile
Performance enhancements quantile
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Package: hermiter | ||
Title: Efficient Sequential and Batch Estimation of Univariate and Bivariate Probability Density Functions and Cumulative Distribution Functions along with Quantiles (Univariate) and Spearman's Correlation (Bivariate) | ||
Version: 2.0.3 | ||
Version: 2.1.0 | ||
Authors@R: c( | ||
person("Michael","Stephanou",role=c("aut","cre"), email="[email protected]"), | ||
person("Melvin","Varughese",role="ctb")) | ||
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@@ -9,12 +9,12 @@ Author: Michael Stephanou [aut, cre], | |
Maintainer: Michael Stephanou <[email protected]> | ||
Description: Facilitates estimation of full univariate and bivariate | ||
probability density functions and cumulative distribution functions along with | ||
full quantile functions (univariate) and Spearman's rank correlation | ||
full quantile functions (univariate) and nonparametric correlation | ||
(bivariate) 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 Macdonald, Iain. "Sequential quantiles via Hermite series density estimation." Electronic Journal of Statistics 11.1 (2017): 570-607 <doi:10.1214/17-EJS1245>, | ||
Stephanou, Michael and Varughese, Melvin. "On the properties of Hermite series based distribution function estimators." Metrika (2020) <doi:10.1007/s00184-020-00785-z> and Stephanou, Michael and Varughese, Melvin. "Sequential Estimation of Nonparametric Correlation using Hermite Series Estimators." arXiv Preprint (2020) <arXiv:2012.06287>. | ||
Stephanou, Michael and Varughese, Melvin. "On the properties of Hermite series based distribution function estimators." Metrika (2020) <doi:10.1007/s00184-020-00785-z> and Stephanou, Michael and Varughese, Melvin. "Sequential estimation of Spearman rank correlation using Hermite series estimators." Journal of Multivariate Analysis (2021) <doi:10.1016/j.jmva.2021.104783>. | ||
License: MIT + file LICENSE | ||
Depends: R (>= 3.5.0) | ||
Imports: | ||
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@@ -23,7 +23,7 @@ Imports: | |
LinkingTo: | ||
Rcpp, | ||
BH | ||
RoxygenNote: 7.1.1 | ||
RoxygenNote: 7.1.2 | ||
Suggests: | ||
testthat, | ||
magrittr, | ||
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