Density Estimation with a Penalized Mixture Approach
Daily final prices (DAX) of the German stock Allianz in the years 2006...
Calculating the bias of the parameter beta
Calculating the actual weights ck
Calculating the penalty matrix
Calculating the first derivative of the pendensity likelihood function...
Calculating the second order derivative with and without penalty
Daily final prices (DAX) of the German stock Deutsche Bank in the year...
These functions are used for calculating the empirical and theoretical...
Calculating the fitted density or distribution
Calculating the actual fitted values 'f.hat' of the estimated density ...
Calculates the difference matrix of order m
Calculating the marginal likelihood
Calculating the AIC value
my.bspline
my.positive.definite.solve
Calculating the new parameter beta
Calculating new penalty parameter lambda
Calculating the log likelihood
Formula interpretation and data transfer
The package 'pendensity' offers routines for estimating penalized unco...
Calculating penalized density
Plotting estimated penalized densities
Printing the main results of the (conditional) penalized density estim...
Testing pairwise equality of densities
Calculating the variance of the parameters
Calculating variance and standard deviance of each observation.
Estimation of univariate (conditional) densities using penalized B-splines with automatic selection of optimal smoothing parameter.