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)
Description
Facilitates estimation of full univariate and bivariate probability density functions and cumulative distribution functions along with full quantile functions (univariate) and nonparametric correlation (bivariate) using Hermite series based estimators. These estimators are particularly useful in the sequential setting (both stationary and non-stationary) and one-pass batch estimation setting for large data sets. Based on: Stephanou, Michael, Varughese, Melvin and Macdonald, Iain. "Sequential quantiles via Hermite series density estimation." Electronic Journal of Statistics 11.1 (2017): 570-607 <doi:10.1214/17-EJS1245>, Stephanou, Michael and Varughese, Melvin. "On the properties of Hermite series based distribution function estimators." Metrika (2020) <doi:10.1007/s00184-020-00785-z> and Stephanou, Michael and Varughese, Melvin. "Sequential estimation of Spearman rank correlation using Hermite series estimators." Journal of Multivariate Analysis (2021) <doi:10.1016/j.jmva.2021.104783>.
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| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | NOTE |
| r-oldrel-macos-x86_64 | NOTE |
| r-oldrel-windows-x86_64 | NOTE |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (16 non-OK)
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for GNU extensions in Makefiles
GNU make is a SystemRequirements.
installed package size
installed size is 5.5Mb
sub-directories of 1Mb or more:
R 1.6Mb
doc 1.9Mb
libs 1.8Mb
for GNU extensions in Makefiles
GNU make is a SystemRequirements.
installed package size
installed size is 5.3Mb
sub-directories of 1Mb or more:
R 1.6Mb
doc 1.9Mb
libs 1.6Mb
for GNU extensions in Makefiles
GNU make is a SystemRequirements.
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NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
installed package size
installed size is 5.5Mb
sub-directories of 1Mb or more:
R 1.6Mb
doc 1.9Mb
libs 1.8Mb
installed package size
installed size is 5.3Mb
sub-directories of 1Mb or more:
R 1.6Mb
doc 1.9Mb
libs 1.6Mb
for GNU extensions in Makefiles
GNU make is a SystemRequirements.