R packages by jeromepcollet

subrank - Computes Copula using Ranks and Subsampling

Estimation of copula using ranks and subsampling. The main feature of this method is that simulation studies show a low sensitivity to dimension, on realistic cases.

Last updated 2 years ago

openmp

1.00 score 10 scripts 354 downloads

ModEstM - Mode Estimation, Even in the Multimodal Case

Function ModEstM() is the only one of this package, it estimates the modes of an empirical univariate distribution. It relies on the stats::density() function, even for input control. Due to very good performance of the density estimation, computation time is not an issue. The multiple modes are handled using dplyr::group_by(). For conditions and rates of convergences, see Eddy (1980) <doi:10.1214/aos/1176345080>.

Last updated 3 years ago

1.00 score 155 downloads