[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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