| Name : R-degross
| |
| Version : 0.9.0
| Vendor : obs://build_opensuse_org/devel:languages:R
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| Release : lp153.1.12
| Date : 2024-06-14 11:19:16
|
| Group : Development/Libraries/Other
| Source RPM : R-degross-0.9.0-lp153.1.12.src.rpm
|
| Size : 0.11 MB
| |
| Packager : (none)
| |
| Summary : Density Estimation from GROuped Summary Statistics
|
Description :
Estimation of a density from grouped (tabulated) summary statistics
evaluated in each of the big bins (or classes) partitioning the support
of the variable. These statistics include class frequencies and central
moments of order one up to four. The log-density is modelled using a
linear combination of penalised B-splines. The multinomial
log-likelihood involving the frequencies adds up to a roughness penalty
based on the differences in the coefficients of neighbouring B-splines
and the log of a root-n approximation of the sampling density of the
observed vector of central moments in each class. The so-obtained
penalized log-likelihood is maximized using the EM algorithm to get an
estimate of the spline parameters and, consequently, of the variable
density and related quantities such as quantiles, see Lambert, P.
(2021) < arXiv:2107.03883> for details.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
