pendensity-package |
pendensity offers routines for estimating penalized unconditional and conditional (on factor groups) densties. |
Abl1 |
Calculating the first derivative of the pendensity likelihood function w.r.t. parameter beta |
Abl2 |
Calculating the second order derivative with and without penalty |
Allianz |
Daily final prices (DAX) of the German stock Allianz in the years 2006 and 2007 |
bias.par |
Calculating the bias of the paramater beta |
cal.int |
These functions are used for calculating the empirical and theorectical distribution functions. |
ck |
Calculating the actual weights ck |
D.m |
Calculating the penalty matrix |
DeutscheBank |
Daily final prices (DAX) of the German stock Deutsche Bank in the years 2006 and 2007 |
distr.func |
These functions are used for calculating the empirical and theorectical distribution functions. |
f.hat |
Calculating the actual fitted values of y |
L.mat |
Calculates the difference matrix of order m |
marg.likelihood |
Calculating the marginal likelihood |
my.AIC |
Calculating the AIC value |
my.bspline |
my.bspline |
my.positive.definite.solve |
my.positive.definite.solve |
new.beta.val |
Calculating the new parameter beta |
new.lambda |
Calculating new penalty paramater lambda |
pen.log.like |
Calculating the log likelihood |
pendenForm |
Formula interpretation and data transfer |
pendensity |
Calculating penalized density |
plot |
Plotting estimated penalized densities |
poly.part |
These functions are used for calculating the empirical and theorectical distribution functions. |
string.help |
Formula interpretation and data transfer |
test.equal |
Testing pairwise equality of densities |
variance.par |
Calculating the variance of the parameters |
variance.val |
Calculating the variances and standard deviance of each observation. |