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FKSUM (version 1.0.1)

Fast Kernel Sums

Description

Implements the method of Hofmeyr, D.P. (2021) for fast evaluation of univariate kernel smoothers based on recursive computations. Applications to the basic problems of density and regression function estimation are provided, as well as some projection pursuit methods for which the objective is based on non-parametric functionals of the projected density, or conditional density of a response given projected covariates. The package is accompanied by an instructive paper in the Journal of Statistical Software .

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Version

Install

install.packages('FKSUM')

Monthly Downloads

429

Version

1.0.1

License

GPL

Maintainer

David Hofmeyr

Last Published

April 15th, 2023

Functions in FKSUM (1.0.1)

fk_md

C++ code for evaluating mimimum density hyperplane from projected data
fk_md_b

Minimum density hyperplane orthogonal to a vector
print.fk_mdh

Print method for class fk_mdh
print.fk_density

Print method for class fk_density
h_Gauss_to_K

Bandwidth conversion from Gaussian
norm_K

The L2 norm of a kernel
whiten

Whitening (standardising) a data matrix
fk_sum

Fast Exact Kernel Sum Evaluation
print.fk_ICA

Print method for class fk_ICA
print.fk_ppr

Print method for class fk_ppr
norm_const_K

Normalising constant for kernels in FKSUM
plot.fk_mdh

Plot method for class fk_mdh
kndksum

Kernel and kernel derivative sums
plot.fk_regression

Plot method for class fk_regression
ksum

Kernel sums
plot.fk_ppr

Plot method for class fk_ppr
kLLreg

Leave-one-out regression smoother
print.fk_regression

Print method for class fk_regression
sm_bin_wts

Compute smoothed bin weights
plot_kernel

Plot the shape of a kernel function implemented in FKSUM based on its vector of beta coefficients
predict.fk_regression

Predict method for class fk_regression
var_K

Variance of a kernel
predict.fk_ppr

Predict method for class fk_ppr
h_K_to_Gauss

Bandwidth conversion to Gaussian
fk_regression

Fast univariate kernel regression
plot.fk_ICA

Plot method for class fk_ICA
plot.fk_density

Plot method for class fk_density
roughness_K

Kernel roughness
df_ppr

Gradient of the projection index for projection pursuit regression
FKSUM-package

Fast Exact Kernel Smoothing
dksum

Kernel derivative sums
cbin_alloc

Allocation of points to bins
df_ica

Gradient of projection index for independent component analysis.
fk_ICA

Independent component analysis with sample entropy estimated via kernel density
fk_loc_lin

Local linear regression estimator
fk_dfmdh

Gradient of projection index for finding minimum density hyperplanes
fk_md_dp

C++ code for evaluating partial gradient of mimimum density hyperplane w.r.t. projected data
fk_is_minim_md

Check if MDH constraints are active
fancy_PPR_initialisation

Initialisation for PPR based on Ridge LM after GAM type smoothing
fk_mdh

Minimum density hyperplanes
bin_wts

Compute discrete bin weights
f_ppr

Projection index for projection pursuit regression
fk_fmdh

Projection index for finding minimum density hyperplanes
f_ica

Projection index for independent component analysis.
fk_density

Fast univariate kernel density estimation
fk_NW

Nadaraya-Watson regression estimator
fk_ppr

Projection pursuit regression with local linear kernel smoother