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hermiter

Efficient Sequential and Batch Estimation of Univariate and Bivariate Probability Density Functions and Cumulative Distribution Functions along with Quantiles (Univariate) and Nonparametric Correlation (Bivariate)

v2.3.1 · Mar 6, 2024 · MIT + file LICENSE

Description

Facilitates estimation of full univariate and bivariate probability density functions and cumulative distribution functions along with full quantile functions (univariate) and nonparametric correlation (bivariate) using Hermite series based estimators. These estimators are particularly useful in the sequential setting (both stationary and non-stationary) and one-pass batch estimation setting for large data sets. Based on: Stephanou, Michael, Varughese, Melvin and Macdonald, Iain. "Sequential quantiles via Hermite series density estimation." Electronic Journal of Statistics 11.1 (2017): 570-607 <doi:10.1214/17-EJS1245>, Stephanou, Michael and Varughese, Melvin. "On the properties of Hermite series based distribution function estimators." Metrika (2020) <doi:10.1007/s00184-020-00785-z> and Stephanou, Michael and Varughese, Melvin. "Sequential estimation of Spearman rank correlation using Hermite series estimators." Journal of Multivariate Analysis (2021) <doi:10.1016/j.jmva.2021.104783>.

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OK 12 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 25, 2026
NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 22, 2026
NOTE r-oldrel-macos-arm64

installed package size

installed size is  5.5Mb
  sub-directories of 1Mb or more:
    R      1.6Mb
    doc    1.9Mb
    libs   1.8Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is  5.3Mb
  sub-directories of 1Mb or more:
    R      1.6Mb
    doc    1.9Mb
    libs   1.6Mb
NOTE r-oldrel-windows-x86_64

for GNU extensions in Makefiles

GNU make is a SystemRequirements.
ERROR 10 OK · 3 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 18, 2026
ERROR r-devel-windows-x86_64

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Installation failed.
See 'd:/Rcompile/CRANpkg/local/4.6/hermiter.Rcheck/00install.out' for details.
NOTE r-oldrel-macos-arm64

installed package size

installed size is  5.5Mb
  sub-directories of 1Mb or more:
    R      1.6Mb
    doc    1.9Mb
    libs   1.8Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is  5.3Mb
  sub-directories of 1Mb or more:
    R      1.6Mb
    doc    1.9Mb
    libs   1.6Mb
NOTE r-oldrel-windows-x86_64

for GNU extensions in Makefiles

GNU make is a SystemRequirements.
NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE r-oldrel-macos-arm64

installed package size

installed size is  5.5Mb
  sub-directories of 1Mb or more:
    R      1.6Mb
    doc    1.9Mb
    libs   1.8Mb
NOTE r-oldrel-macos-x86_64

installed package size

installed size is  5.3Mb
  sub-directories of 1Mb or more:
    R      1.6Mb
    doc    1.9Mb
    libs   1.6Mb
NOTE r-oldrel-windows-x86_64

for GNU extensions in Makefiles

GNU make is a SystemRequirements.

Dependency Network

Dependencies Reverse dependencies Rcpp RcppParallel hermiter

Version History

9 tracked
new 2.3.1 Mar 10, 2026
updated 2.3.1 ← 2.3.0 diff Mar 6, 2024
updated 2.3.0 ← 2.2.0 diff May 7, 2023
updated 2.2.0 ← 2.1.0 diff Nov 14, 2022
updated 2.1.0 ← 2.0.3 diff Nov 15, 2021
updated 2.0.3 ← 2.0.2 diff Feb 16, 2021
updated 2.0.2 ← 2.0.0 diff Jan 10, 2021
updated 2.0.0 ← 1.0.0 diff Dec 13, 2020
new 1.0.0 Sep 9, 2020