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Tools for continuous convolution in nonparametric estimation

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tnagler/cctools

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cctools

Build status Linux Build status Windows codecov.io CRAN version License: GPL v3

cctools is an R package implementing the uniform scaled beta distribution, a generic function for continuous convolution, and the continuous convolution kernel density estimator, see Nagler (2017).

How to install

  • the stable release on CRAN:
install.packages("cctools")
  • the latest development version:
devtools::install_github("tnagler/cctools")

Functions

For a detailed description, see the API documentation.

  • dusb(), rusb(): Density and simulation functions for the uniform scaled beta distribution.
  • cont_conv(): Expands all factor variables in a data frame and applies the continuous convolution tricks to all ordered() variables.
  • cckde(), dcckde(), predict.cckde(): fit and evaluate the continuous convolution kernel density estimator.

References

Nagler, T. (2017). A generic approach to nonparametric function estimation with mixed data. arXiv:1704.07457

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