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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Documentation for package ‘hermiter’ version 2.3.1

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hermiter-package Efficient Sequential and Batch Estimation of Univariate and Bivariate Probability Density Functions and Cumulative Distribution Functions along with Quantiles (Univariate) and Nonparametric Correlation (Bivariate)
cor 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.
cum_prob Estimates the cumulative probability at one or more x values
cum_prob.hermite_estimator_bivar Estimates the cumulative probabilities for a matrix of 2-d x values
cum_prob.hermite_estimator_univar Estimates the cumulative probability for a vector of x values
dens Estimates the probability density at one or more x values
dens.hermite_estimator_bivar Estimates the probability densities for a matrix of 2-d x values
dens.hermite_estimator_univar Estimates the probability density for a vector of x values
density.hermite_estimator_bivar Creates an object summarizing the bivariate PDF with associated generic methods print and plot.
density.hermite_estimator_univar Creates an object summarizing the PDF with associated generic methods print and plot.
gauss_hermite_quad_100 Calculates \int_{-Inf}^{Inf} f(x) e^{-x^2} dx using Gauss-Hermite quadrature with 100 terms.
hcdf Creates an object summarizing the CDF with associated generic methods print, plot and summary.
hcdf.hermite_estimator_bivar Creates an object summarizing the bivariate CDF with associated generic methods print, plot and summary.
hcdf.hermite_estimator_univar Creates an object summarizing the CDF with associated generic methods print, plot and summary.
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)
hermite_estimator 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_bivar A class to sequentially estimate bivariate pdfs, cdfs and nonparametric correlations
hermite_estimator_univar A class to sequentially estimate univariate pdfs, cdfs and quantile functions
hermite_function Outputs orthonormal Hermite functions
hermite_function_N 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_sum_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_serial Outputs the sum of orthonormal Hermite functions
hermite_integral_val Outputs lower integral of the orthonormal Hermite functions
hermite_integral_val_upper Outputs upper integral of the orthonormal Hermite functions
hermite_int_full Convenience function to output the integral of the orthonormal Hermite functions on the full domain
hermite_int_full_domain Outputs integral of the orthonormal Hermite functions on the full domain
hermite_int_lower Convenience function to output a definite integral of the orthonormal Hermite functions
hermite_int_upper Convenience function to output a definite integral of the orthonormal Hermite functions
hermite_normalization Outputs Hermite normalization factors
hermite_normalization_N Convenience function to output Hermite normalization factors
hermite_polynomial Outputs physicist version of Hermite Polynomials
hermite_polynomial_N 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.
initialize_batch_bivar Initializes the Hermite series based estimator with a batch of data
initialize_batch_univar Initializes the Hermite series based estimator with a batch of data
IQR Estimates the Interquartile range (IQR)
IQR.default Estimates the Interquartile range (IQR)
IQR.hermite_estimator_univar Estimates the Interquartile range (IQR)
kendall Estimates the Kendall rank correlation coefficient
kendall.hermite_estimator_bivar Estimates the Kendall rank correlation coefficient
median.hermite_estimator_univar Estimates the median
merge_hermite Merges a list of Hermite estimators
merge_hermite_bivar Merges a list of bivariate Hermite estimators
merge_hermite_univar Merges a list of Hermite estimators
merge_moments_and_count_bivar Internal method to consistently merge the number of observations, means and variances of two bivariate Hermite estimators
merge_moments_and_count_univar Internal method to consistently merge the number of observations, means and variances of two Hermite estimators
merge_pair Merges two Hermite estimators
merge_pair.hermite_estimator_bivar Merges two bivariate Hermite estimators
merge_pair.hermite_estimator_univar Merges two Hermite estimators
merge_standardized_helper_bivar Internal method to merge a list of standardized bivariate Hermite estimators
merge_standardized_helper_univar Internal method to merge a list of standardized Hermite estimators
plot.hcdf_bivar Plots the hcdf_bivar object as output by the hcdf function when evaluated on a hermite_estimator_bivar object.
plot.hcdf_univar Plots the hcdf_univar object as output by the hcdf function when evaluated on a hermite_estimator_univar object.
plot.hdensity_bivar Plots the hdensity_bivar object as output by the density function when evaluated on a hermite_estimator_bivar object.
plot.hdensity_univar Plots the hdensity_univar object as output by the density function when evaluated on a hermite_estimator_univar object.
print.hcdf_bivar Prints the hcdf_bivar object as output by the hcdf function when evaluated on a hermite_estimator_bivar object.
print.hcdf_univar Prints the hcdf_univar object as output by the hcdf function when evaluated on a hermite_estimator_univar object.
print.hdensity_bivar Prints the hdensity_bivar object as output by the density function when evaluated on a hermite_estimator_bivar object.
print.hdensity_univar Prints the hdensity_univar object as output by the density function when evaluated on a hermite_estimator_univar object.
print.hermite_estimator_bivar Prints bivariate hermite_estimator object.
print.hermite_estimator_univar Prints univariate hermite_estimator object.
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 quantiles at a vector of probability values
spearmans Estimates the Spearman's rank correlation coefficient
spearmans.hermite_estimator_bivar Estimates the Spearman's rank correlation coefficient
standardizeInputs Standardizes the observation x and updates the online moment inputs
standardizeInputsEW Standardizes the observation x and updates the online moment inputs
summary.hcdf_bivar Summarizes the hcdf_bivar object as output by the hcdf function when evaluated on a hermite_estimator_bivar object.
summary.hcdf_univar Summarizes the hcdf_univar object as output by the hcdf function when evaluated on a hermite_estimator_univar object.
summary.hermite_estimator_bivar Summarizes bivariate hermite_estimator object.
summary.hermite_estimator_univar Summarizes univariate hermite_estimator object.
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 Updates the Hermite series based estimator sequentially