Package: hermiter 2.3.1

Michael Stephanou

hermiter: Efficient Sequential and Batch Estimation of Univariate and Bivariate Probability Density Functions and Cumulative Distribution Functions along with Quantiles (Univariate) and Nonparametric Correlation (Bivariate)

Facilitates estimation of full univariate and bivariate probability density functions and cumulative distribution functions along with full quantile functions (univariate) and nonparametric correlation (bivariate) using Hermite series based estimators. These estimators are particularly useful in the sequential setting (both stationary and non-stationary) and one-pass batch estimation setting for large data sets. Based on: Stephanou, Michael, Varughese, Melvin and Macdonald, Iain. "Sequential quantiles via Hermite series density estimation." Electronic Journal of Statistics 11.1 (2017): 570-607 <doi:10.1214/17-EJS1245>, Stephanou, Michael and Varughese, Melvin. "On the properties of Hermite series based distribution function estimators." Metrika (2020) <doi:10.1007/s00184-020-00785-z> and Stephanou, Michael and Varughese, Melvin. "Sequential estimation of Spearman rank correlation using Hermite series estimators." Journal of Multivariate Analysis (2021) <doi:10.1016/j.jmva.2021.104783>.

Authors:Michael Stephanou [aut, cre], Melvin Varughese [ctb]

hermiter_2.3.1.tar.gz
hermiter_2.3.1.zip(r-4.7-x86_64)hermiter_2.3.1.zip(r-4.7-arm64)hermiter_2.3.1.zip(r-4.6-x86_64)hermiter_2.3.1.zip(r-4.6-arm64)hermiter_2.3.1.zip(r-4.5-x86_64)
hermiter_2.3.1.tgz(r-4.6-x86_64)hermiter_2.3.1.tgz(r-4.6-arm64)hermiter_2.3.1.tgz(r-4.5-x86_64)hermiter_2.3.1.tgz(r-4.5-arm64)
hermiter_2.3.1.tar.gz(r-4.7-arm64)hermiter_2.3.1.tar.gz(r-4.7-x86_64)hermiter_2.3.1.tar.gz(r-4.6-arm64)hermiter_2.3.1.tar.gz(r-4.6-x86_64)
hermiter_2.3.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
hermiter/json (API)

# Install 'hermiter' in R:

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

Bug tracker:https://github.com/mikejareds/hermiter/issues

Uses libs:

c++– GNU Standard C++ Library v3

On CRAN:

cumulative-distribution-function kendall-correlation-coefficient online-algorithms probability-density-function quantile spearman-correlation-coefficient statistics streaming-algorithms streaming-data cpp

5.26 score 18 stars 20 scripts 421 downloads 19 exports 3 dependencies

Last updated from:c7ffbee07c. Checks:15 OK. Indexed: yes.

Target	Result	Time
linux-devel-arm64	OK	117
linux-devel-x86_64	OK	160
source / vignettes	OK	221
linux-release-arm64	OK	167
linux-release-x86_64	OK	134
macos-release-arm64	OK	139
macos-release-x86_64	OK	241
macos-oldrel-arm64	OK	128
macos-oldrel-x86_64	OK	439
windows-devel-arm64	OK	354
windows-devel-x86_64	OK	177
windows-release-arm64	OK	359
windows-release-x86_64	OK	121
windows-oldrel-x86_64	OK	131
wasm-release	OK	124

Exports:cor cum_prob dens hcdf hermite_estimator hermite_function_N hermite_function_sum_N hermite_int_full hermite_int_lower hermite_int_upper hermite_normalization_N hermite_polynomial_N IQR kendall merge_hermite merge_pair quant spearmans update_sequential

Dependencies:BH Rcpp RcppParallel

hermiter

Rendered fromhermiter.Rmdusingknitr::rmarkdown

Last update: 2023-05-07
Started: 2020-08-12

Help page	Topics
Efficient Sequential and Batch Estimation of Univariate and Bivariate Probability Density Functions and Cumulative Distribution Functions along with Quantiles (Univariate) and Nonparametric Correlation (Bivariate)	hermiter-package hermiter
A wrapper around the stats::cor function adding two additional methods, namely method = "hermite.spearman" and method = "hermite.kendall" (can be abbreviated). The input parameters and output value semantics closely match the stats::cor method for easy interchange. If neither the "hermite.spearman" nor the "hermite.kendall" method is selected, then this function will call stats::cor with the arguments provided.	cor
Estimates the cumulative probability at one or more x values	cum_prob
Estimates the cumulative probabilities for a matrix of 2-d x values	cum_prob.hermite_estimator_bivar
Estimates the cumulative probability for a vector of x values	cum_prob.hermite_estimator_univar
Estimates the probability density at one or more x values	dens
Estimates the probability densities for a matrix of 2-d x values	dens.hermite_estimator_bivar
Estimates the probability density for a vector of x values	dens.hermite_estimator_univar
Creates an object summarizing the bivariate PDF with associated generic methods print and plot.	density.hermite_estimator_bivar
Creates an object summarizing the PDF with associated generic methods print and plot.	density.hermite_estimator_univar
Calculates \int_{-Inf}^{Inf} f(x) e^{-x^2} dx using Gauss-Hermite quadrature with 100 terms.	gauss_hermite_quad_100
Creates an object summarizing the CDF with associated generic methods print, plot and summary.	hcdf
Creates an object summarizing the bivariate CDF with associated generic methods print, plot and summary.	hcdf.hermite_estimator_bivar
Creates an object summarizing the CDF with associated generic methods print, plot and summary.	hcdf.hermite_estimator_univar
A class to sequentially estimate univariate and bivariate pdfs and cdfs along with quantile functions in the univariate setting and nonparametric correlations in the bivariate setting.	hermite_estimator
A class to sequentially estimate bivariate pdfs, cdfs and nonparametric correlations	hermite_estimator_bivar
A class to sequentially estimate univariate pdfs, cdfs and quantile functions	hermite_estimator_univar
Outputs orthonormal Hermite functions	hermite_function
Convenience function to output orthonormal Hermite functions The method calculates the orthonormal Hermite functions, h_k(x) from k=0,...,N for the vector of values, x.	hermite_function_N
Convenience function to output the sum of orthonormal Hermite functions The method calculates the sum of orthonormal Hermite functions, sum_{i} h_k(x_{i}) from k=0,...,N for the vector of values, x.	hermite_function_sum_N
Outputs the sum of orthonormal Hermite functions	hermite_function_sum_serial
Convenience function to output the integral of the orthonormal Hermite functions on the full domain	hermite_int_full
Outputs integral of the orthonormal Hermite functions on the full domain	hermite_int_full_domain
Convenience function to output a definite integral of the orthonormal Hermite functions	hermite_int_lower
Convenience function to output a definite integral of the orthonormal Hermite functions	hermite_int_upper
Outputs lower integral of the orthonormal Hermite functions	hermite_integral_val
Outputs upper integral of the orthonormal Hermite functions	hermite_integral_val_upper
Outputs Hermite normalization factors	hermite_normalization
Convenience function to output Hermite normalization factors	hermite_normalization_N
Outputs physicist version of Hermite Polynomials	hermite_polynomial
Convenience function to output physicist Hermite polynomials The method calculates the physicist version of Hermite polynomials, H_k(x) from k=0,...,N for the vector of values, x.	hermite_polynomial_N
Initializes the Hermite series based estimator with a batch of data	initialize_batch_bivar
Initializes the Hermite series based estimator with a batch of data	initialize_batch_univar
Estimates the Interquartile range (IQR)	IQR
Estimates the Interquartile range (IQR)	IQR.default
Estimates the Interquartile range (IQR)	IQR.hermite_estimator_univar
Estimates the Kendall rank correlation coefficient	kendall
Estimates the Kendall rank correlation coefficient	kendall.hermite_estimator_bivar
Estimates the median	median.hermite_estimator_univar
Merges a list of Hermite estimators	merge_hermite
Merges a list of bivariate Hermite estimators	merge_hermite_bivar
Merges a list of Hermite estimators	merge_hermite_univar
Internal method to consistently merge the number of observations, means and variances of two bivariate Hermite estimators	merge_moments_and_count_bivar
Internal method to consistently merge the number of observations, means and variances of two Hermite estimators	merge_moments_and_count_univar
Merges two Hermite estimators	merge_pair
Merges two bivariate Hermite estimators	merge_pair.hermite_estimator_bivar
Merges two Hermite estimators	merge_pair.hermite_estimator_univar
Internal method to merge a list of standardized bivariate Hermite estimators	merge_standardized_helper_bivar
Internal method to merge a list of standardized Hermite estimators	merge_standardized_helper_univar
Plots the hcdf_bivar object as output by the hcdf function when evaluated on a hermite_estimator_bivar object.	plot.hcdf_bivar
Plots the hcdf_univar object as output by the hcdf function when evaluated on a hermite_estimator_univar object.	plot.hcdf_univar
Plots the hdensity_bivar object as output by the density function when evaluated on a hermite_estimator_bivar object.	plot.hdensity_bivar
Plots the hdensity_univar object as output by the density function when evaluated on a hermite_estimator_univar object.	plot.hdensity_univar
Prints the hcdf_bivar object as output by the hcdf function when evaluated on a hermite_estimator_bivar object.	print.hcdf_bivar
Prints the hcdf_univar object as output by the hcdf function when evaluated on a hermite_estimator_univar object.	print.hcdf_univar
Prints the hdensity_bivar object as output by the density function when evaluated on a hermite_estimator_bivar object.	print.hdensity_bivar
Prints the hdensity_univar object as output by the density function when evaluated on a hermite_estimator_univar object.	print.hdensity_univar
Prints bivariate hermite_estimator object.	print.hermite_estimator_bivar
Prints univariate hermite_estimator object.	print.hermite_estimator_univar
Estimates the quantiles at a vector of probability values	quant
Estimates the quantiles at a vector of probability values	quant.hermite_estimator_univar
Estimates the quantiles at a vector of probability values	quantile.hermite_estimator_univar
Estimates the Spearman's rank correlation coefficient	spearmans
Estimates the Spearman's rank correlation coefficient	spearmans.hermite_estimator_bivar
Standardizes the observation x and updates the online moment inputs	standardizeInputs
Standardizes the observation x and updates the online moment inputs	standardizeInputsEW
Summarizes the hcdf_bivar object as output by the hcdf function when evaluated on a hermite_estimator_bivar object.	summary.hcdf_bivar
Summarizes the hcdf_univar object as output by the hcdf function when evaluated on a hermite_estimator_univar object.	summary.hcdf_univar
Summarizes bivariate hermite_estimator object.	summary.hermite_estimator_bivar
Summarizes univariate hermite_estimator object.	summary.hermite_estimator_univar
Updates the Hermite series based estimator sequentially	update_sequential
Updates the Hermite series based estimator sequentially	update_sequential.hermite_estimator_bivar
Updates the Hermite series based estimator sequentially	update_sequential.hermite_estimator_univar

Package: hermiter 2.3.1

hermiter: Efficient Sequential and Batch Estimation of Univariate and Bivariate Probability Density Functions and Cumulative Distribution Functions along with Quantiles (Univariate) and Nonparametric Correlation (Bivariate)

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