Package: hermiter
Title: Efficient Sequential and Batch Estimation of Univariate and
        Bivariate Probability Density Functions and Cumulative
        Distribution Functions along with Quantiles (Univariate) and
        Nonparametric Correlation (Bivariate)
Version: 2.3.1
Date: 2024-02-25
Authors@R: c(
  person("Michael","Stephanou",role=c("aut","cre"), email="michael.stephanou@gmail.com"),
  person("Melvin","Varughese",role="ctb"))
Author: Michael Stephanou [aut, cre], Melvin Varughese [ctb]
Maintainer: Michael Stephanou <michael.stephanou@gmail.com>
Description: 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>.
License: MIT + file LICENSE
Depends: R (>= 3.6.0)
Imports: Rcpp (>= 1.0.5), methods, RcppParallel (>= 5.1.1)
LinkingTo: Rcpp, BH, RcppParallel
SystemRequirements: GNU make
RoxygenNote: 7.3.1
Suggests: testthat, magrittr, knitr, rmarkdown, dplyr, data.table,
        ggplot2, DT, mvtnorm, patchwork, colorspace
VignetteBuilder: knitr
ByteCompile: true
URL: https://github.com/MikeJaredS/hermiter
BugReports: https://github.com/MikeJaredS/hermiter/issues
Config/pak/sysreqs: cmake make
Repository: https://mikejareds.r-universe.dev
Date/Publication: 2024-08-31 10:10:51 UTC
RemoteUrl: https://github.com/mikejareds/hermiter
RemoteRef: HEAD
RemoteSha: c7ffbee07c4713e0841d5c229f6b24c3d5920a99
NeedsCompilation: yes
Packaged: 2026-10-15 07:47:16 UTC; root