Efficient Sequential and Batch Estimation of Probability Density Functions, Cumulative Distribution Functions and Quantiles


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Documentation for package ‘hermiter’ version 1.0.0

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hermiter-package Efficient Sequential and Batch Estimation of Probability Density Functions, Cumulative Distribution Functions and Quantiles
combine_hermite Combines a list of Hermite estimators
combine_pair Combines two Hermite estimators
cum_prob Estimates the cumulative probability for a vector of x values
cum_prob_quantile_helper Estimates the cumulative probability for quantile estimation
dens Estimates the probability density for a vector of x values
get_coefficients Returns Hermite series expansion coefficients
hermiter Efficient Sequential and Batch Estimation of Probability Density Functions, Cumulative Distribution Functions and Quantiles
hermite_estimator A class to sequentially estimate pdfs, cdfs and quantile functions
hermite_function Outputs orthonormal Hermite functions
hermite_integral_val Outputs a definite integral of the orthonormal Hermite functions
hermite_integral_val_quantile_adap Outputs a definite integral of the orthonormal Hermite functions
hermite_normalization Outputs Hermite normalization factors
quant Estimates the quantiles at a vector of probability values
quantile_helper Estimates the quantile at a single probability value
standardizeInputs Standardizes the observation x and updates the online moment inputs
standardizeInputsEW Standardizes the observation x and updates the online moment inputs
standardize_value Standardize a vector of observations x
update_batch Updates the Hermite series based estimator with a batch of data
update_sequential Updates the Hermite series based estimator sequentially