kerdiest
Nonparametric Kernel Estimation of Distribution Function
v1.3-1
·
Jun 23, 2025
·
GPL (>= 2)
Description
Nonparametric kernel distribution function estimation is performed. Three bandwidth selectors are implemented: the plug-in selectors of Altman and Leger and of Polansky and Baker, and the cross-validation selector of Bowman, Hall and Prvan. The exceedance function, the mean return period and the return level are also computed. For details, see Quintela-del-Río and Estévez-Pérez (2012) <doi:10.18637/jss.v050.i08>.
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1.3-1
Mar 10, 2026