Package: OSCV 1.0

OSCV: One-Sided Cross-Validation

Functions for implementing different versions of the OSCV method in the kernel regression and density estimation frameworks. The package mainly supports the following articles: (1) Savchuk, O.Y., Hart, J.D. (2017). Fully robust one-sided cross-validation for regression functions. Computational Statistics, <doi:10.1007/s00180-017-0713-7> and (2) Savchuk, O.Y. (2017). One-sided cross-validation for nonsmooth density functions, <arxiv:1703.05157>.

Authors:Olga Savchuk

OSCV_1.0.tar.gz
OSCV_1.0.zip(r-4.7-any)OSCV_1.0.zip(r-4.6-any)OSCV_1.0.zip(r-4.5-any)
OSCV_1.0.tgz(r-4.6-any)OSCV_1.0.tgz(r-4.5-any)
OSCV_1.0.tar.gz(r-4.7-any)OSCV_1.0.tar.gz(r-4.6-any)
OSCV_1.0.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION
card.svg |card.png
OSCV/json (API)

# Install 'OSCV' in R:

install.packages('OSCV', repos = c('https://osavchuk.r-universe.dev', 'https://cloud.r-project.org'))

On CRAN:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

1.23 score 17 scripts 238 downloads 17 exports 78 dependencies

Last updated from:55e157c207. Checks:9 OK. Indexed: yes.

Target	Result	Time
linux-devel	OK	121
source / vignettes	OK	177
linux-release	OK	135
macos-release	OK	116
macos-oldrel	OK	103
windows-devel	OK	88
windows-release	OK	67
windows-oldrel	OK	103
wasm-release	OK	104

Exports:ASE_reg C_smooth CV_reg fstar h_ASE_reg H_I h_OSCV_dens h_OSCV_reg ISE_fstar L_I loclin OSCV_Epan_dens OSCV_Gauss_dens OSCV_LI_dens OSCV_reg reg3 sample_fstar

Dependencies:abind backports boot broom car carData cli colorspace corrplot cowplot cpp11 Deriv doBy dplyr farver forecast Formula fracdiff generics ggplot2 ggpubr ggrepel ggsci ggsignif glue gridExtra gtable isoband labeling lattice lifecycle lme4 lmtest magrittr MASS Matrix MatrixModels mc2d mgcv minqa modelr mvtnorm nlme nloptr nnet numDeriv pbkrtest pillar pkgconfig polynom purrr quantreg R6 rbibutils RColorBrewer Rcpp RcppArmadillo RcppEigen Rdpack reformulas rlang rstatix S7 scales SparseM stringi stringr survival tibble tidyr tidyselect timeDate urca utf8 vctrs viridisLite withr zoo

Help page	Topics
The ASE function for the local linear estimator (LLE) in the regression context.	ASE_reg
The OSCV smooth rescaling constant.	C_smooth
The cross-validation (CV) function in the regression context.	CV_reg
Nonsmooth density function with seven cusps.	fstar
The ASE-optimal bandwidth in the regression context.	h_ASE_reg
The family of two-sided cross-validation kernels H_I.	H_I
The OSCV bandwidth in the density estimation context.	h_OSCV_dens
The OSCV bandwidth in the regression context.	h_OSCV_reg
The ISE function in the kernel density estimation (KDE) context in the case when the underlying density is 'fstar'.	ISE_fstar
The family of one-sided cross-validation kernels L_I.	L_I
Computing the local linear estimate (LLE).	loclin
The OSCV function based on L_E, the one-sided Epanechnikov kernel, in the kernel density estimation (KDE) context.	OSCV_Epan_dens
The OSCV function based on L_G, the one-sided Gaussian kernel, in the kernel density estimation (KDE) context.	OSCV_Gauss_dens
The OSCV function based on the kernel 'L_I' in the density estimation (KDE) context.	OSCV_LI_dens
The OSCV function in the regression context.	OSCV_reg
Nonsmooth regression function with six cusps.	reg3
Taking a random sample from 'fstar'.	sample_fstar

Package: OSCV 1.0

OSCV: One-Sided Cross-Validation

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