[R-pkgs] rlcv: robust likelihood cross validation bandwidth selection for kernel density estimation
ximing wu
xwu @end|ng |rom em@||@t@mu@edu
Tue Mar 8 03:51:40 CET 2022
Dear R users,
I am happy to announce that a new package 'rlcv' is now available on CRAN.
https://cran.r-project.org/web/packages/rlcv/index.html
Robust likelihood cross validation bandwidth for uni- and multi-variate
kernel densities. It is robust against fat-tailed distributions and/or
outliers. Based on "Robust Likelihood Cross-Validation for Kernel
Density Estimation," Wu (2019) <doi:10.1080/07350015.2018.1424633
<https://doi.org/10.1080%2F07350015.2018.1424633>>.
Best regards,
Ximing Wu
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