R packages by osavchuk

ICV - Indirect Cross-Validation (ICV) for Kernel Density Estimation

Functions for computing the global and local Gaussian density estimates based on the ICV bandwidth. See the article of Savchuk, O.Y., Hart, J.D., Sheather, S.J. (2010). Indirect cross-validation for density estimation. Journal of the American Statistical Association, 105(489), 415-423 <doi:10.1198/jasa.2010.tm08532>.

Last updated 8 years ago

2.24 score 43 scripts 137 downloads

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>.

Last updated 8 years ago

1.23 score 17 scripts 111 downloads

npregderiv - Nonparametric Estimation of the Derivatives of a Regression Function

Estimating the first and second derivatives of a regression function by the method of Wang and Lin (2015) <http://www.jmlr.org/papers/v16/wang15b.html>.

Last updated 5 years ago

1.00 score 144 downloads