Nonparametric Kernel Estimation of Distribution Function

Nonparametric kernel distribution function estimation is performed. Three bandwidth selectors are implemented: the plug-in selectors of Altman and Leger and of Polansky and Baker, and the cross-validation selector of Bowman, Hall and Prvan. The exceedance function, the mean return period and the return level are also computed. For details, see Quintela-del-Río and Estévez-Pérez (2012) .


Reference manual

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install.packages("kerdiest")

1.3-1 by Ignacio López-de-Ullibarri, a year ago


Browse source code at https://github.com/cran/kerdiest


Authors: Alejandro Quintela-del-Río [aut] , Graciela Estévez-Pérez [aut] , Ignacio López-de-Ullibarri [cre]


Documentation:   PDF Manual  


GPL (>= 2) license


Suggests chron, date, evir


Depended on by FCGR.

Suggested by LSAmitR.


See at CRAN