Non-parametric regression
and density estimation
Functions
- Nonparametric regression with taut strings and multiresolution
criterion (pmreg)
- Nonparametric density estimation with taut strings and
generalized Kuiper metrics (pmden)
- Nonparametric spectral density estimation with taut strings
(pmspec)
- Nonparametric regression based on run statistics (frun)
- Nonparametric quantile regression and robust nonparametric
regression (quantreg, l1pmreg)
- Minimization of total variation under multiresolution constraints
and shape constraints (mintvmon)
References
Davies, P. L. and Kovac, A. (2001) Local Extremes, Runs, Strings and
Multiresolution (with discussion) Annals of Statistics. 29.
p1-65. (Full Paper) (Abstract)
Davies, P. L. and Kovac, A. (2003) Densities, Spectral Densities and
Modality. (Full
Paper) (Abstract)
Davies, P. L. (1995) Data features. Statistica Neerlandica. 49. p185-245.
Software