Penalized density estimation


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Documentation for package ‘pendensity’ version 0.1

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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.