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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)
View on CRAN: Click here


Download and install hermiter package within the R console
Install from CRAN:
install.packages("hermiter")

Install from Github:
library("remotes")
install_github("cran/hermiter")

Install by package version:
library("remotes")
install_version("hermiter", "2.3.1")



Attach the package and use:
library("hermiter")
Maintained by
Michael Stephanou
[Scholar Profile | Author Map]
First Published: 2020-09-10
Latest Update: 2023-05-08
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 , Stephanou, Michael and Varughese, Melvin. "On the properties of Hermite series based distribution function estimators." Metrika (2020) and Stephanou, Michael and Varughese, Melvin. "Sequential estimation of Spearman rank correlation using Hermite series estimators." Journal of Multivariate Analysis (2021) .
How to cite:
Michael Stephanou (2020). 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). R package version 2.3.1, https://cran.r-project.org/web/packages/hermiter. Accessed 08 Apr. 2025.
Previous versions and publish date:
1.0.0 (2020-09-10 16:50), 2.0.0 (2020-12-14 13:50), 2.0.2 (2021-01-11 16:10), 2.0.3 (2021-02-17 10:00), 2.1.0 (2021-11-16 18:10), 2.2.0 (2022-11-15 22:30), 2.3.0 (2023-05-08 18:20)
Other packages that cited hermiter R package
View hermiter citation profile
Other R packages that hermiter depends, imports, suggests or enhances
Complete documentation for hermiter
Functions, R codes and Examples using the hermiter R package
Some associated functions: IQR.default . IQR.hermite_estimator_univar . IQR . cor . cum_prob.hermite_estimator_bivar . cum_prob.hermite_estimator_univar . cum_prob . dens.hermite_estimator_bivar . dens.hermite_estimator_univar . dens . density.hermite_estimator_bivar . density.hermite_estimator_univar . gauss_hermite_quad_100 . hcdf.hermite_estimator_bivar . hcdf.hermite_estimator_univar . hcdf . hermite_estimator . hermite_estimator_bivar . hermite_estimator_univar . hermite_function . hermite_function_N . hermite_function_sum_N . hermite_function_sum_serial . hermite_int_full . hermite_int_full_domain . hermite_int_lower . hermite_int_upper . hermite_integral_val . hermite_integral_val_upper . hermite_normalization . hermite_normalization_N . hermite_polynomial . hermite_polynomial_N . hermiter-package . initialize_batch_bivar . initialize_batch_univar . kendall.hermite_estimator_bivar . kendall . median.hermite_estimator_univar . merge_hermite . merge_hermite_bivar . merge_hermite_univar . merge_moments_and_count_bivar . merge_moments_and_count_univar . merge_pair.hermite_estimator_bivar . merge_pair.hermite_estimator_univar . merge_pair . merge_standardized_helper_bivar . merge_standardized_helper_univar . plot.hcdf_bivar . plot.hcdf_univar . plot.hdensity_bivar . plot.hdensity_univar . print.hcdf_bivar . print.hcdf_univar . print.hdensity_bivar . print.hdensity_univar . print.hermite_estimator_bivar . print.hermite_estimator_univar . quant.hermite_estimator_univar . quant . quantile.hermite_estimator_univar . spearmans.hermite_estimator_bivar . spearmans . standardizeInputs . standardizeInputsEW . summary.hcdf_bivar . summary.hcdf_univar . summary.hermite_estimator_bivar . summary.hermite_estimator_univar . update_sequential.hermite_estimator_bivar . update_sequential.hermite_estimator_univar . update_sequential . 
Some associated R codes: RcppExports.R . hermite_estimator.R . hermite_estimator_bivar.R . hermite_estimator_univar.R . utils.R . utils_general.R .  Full hermiter package functions and examples
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