Density Estimation with a Penalized Mixture Approach

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Documentation for package ‘pendensity’ version 0.2.13

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

pendensity-package	The package 'pendensity' offers routines for estimating penalized unconditional and conditional (on factor groups) densities.
Allianz	Daily final prices (DAX) of the German stock Allianz in the years 2006 and 2007
bias.par	Calculating the bias of the parameter beta
cal.int	These functions are used for calculating the empirical and theoretical distribution functions.
ck	Calculating the actual weights ck
D.m	Calculating the penalty matrix
Derv1	Calculating the first derivative of the pendensity likelihood function w.r.t. parameter beta
Derv2	Calculating the second order derivative with and without penalty
DeutscheBank	Daily final prices (DAX) of the German stock Deutsche Bank in the years 2006 and 2007
distr.func	These functions are used for calculating the empirical and theoretical distribution functions.
distr.func.help	These functions are used for calculating the empirical and theoretical distribution functions.
dpendensity	Calculating the fitted density or distribution
f.hat	Calculating the actual fitted values 'f.hat' of the estimated density function f for the response y
L.mat	Calculates the difference matrix of order m
marg.likelihood	Calculating the marginal likelihood
my.AIC	Calculating the AIC value
my.bspline	my.bspline
my.positive.definite.solve	my.positive.definite.solve
new.beta.val	Calculating the new parameter beta
new.lambda	Calculating new penalty parameter lambda
pen.log.like	Calculating the log likelihood
pendenForm	Formula interpretation and data transfer
pendensity	Calculating penalized density
plot	Plotting estimated penalized densities
plot.pendensity	Plotting estimated penalized densities
poly.part	These functions are used for calculating the empirical and theoretical distribution functions.
ppendensity	Calculating the fitted density or distribution
print	Printing the main results of the (conditional) penalized density estimation
print.pendensity	Printing the main results of the (conditional) penalized density estimation
string.help	Formula interpretation and data transfer
test.equal	Testing pairwise equality of densities
variance.par	Calculating the variance of the parameters
variance.val	Calculating variance and standard deviance of each observation.