| 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. |