Kernel Density Estimation with Parametric Starts and Asymmetric Kernels
Overview
Handles univariate non-parametric density estimation with parametric starts and asymmetric kernels in a simple and flexible way. Kernel density estimation with parametric starts involves fitting a parametric density to the data before making a correction with kernel density estimation, see Hjort & Glad (1995) doi:10.1214/aos/1176324627. Asymmetric kernels make kernel density estimation more efficient on bounded intervals such as (0, 1) and the positive half-line. Supported asymmetric kernels are the gamma kernel of Chen (2000) doi:10.1023/A:1004165218295, the beta kernel of Chen (1999) doi:10.1016/S0167-9473(99)00010-9, and the copula kernel of Jones & Henderson (2007) doi:10.1093/biomet/asm068. User-supplied kernels, parametric starts, and bandwidths are supported.
- New closed-form bandwidth selector
"HS", based on Hallberg Szabadváry's beta reference rule (arXiv:2601.19553). It is now the default bandwidth for the bias-correctedbetakernel with a uniform or constant start, with a fallback heuristic when the rule's moment conditions are not satisfied. RHEno longer depends on theEQLpackage; the Hermite polynomials are evaluated inline (matches the previous numeric output to ~1e-12).- Trimmed dependencies:
EQLremoved fromImports;assertthat,testthat,extraDistr, and other build-time helpers no longer required at install time. - Internal cleanup: the
R/source layout is consolidated intobandwidths.R,kernels.R,starts.R, andhelpers.R; no user-visible API changes.
From NEWS.md in the release
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NOTERd contentsr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc
Rd files without \usage: ‘bandwidths.Rd’ \arguments should not be documented without \usage.
- NOTE11 OK, 2 NOTENow
- NOTE12 OK, 1 NOTE2026-07-11
- OK13 OK2026-06-09
- WARNING12 OK, 1 WARNING2026-06-08
- OK14 OK2026-03-10
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Dependencies
Installing kdensity adds 45 packages (28 with compiled code, 27 MB of source tarballs). Heaviest: poweRlaw 4.3 MB, nloptr 2.1 MB, Rcpp 1.8 MB.
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Package metadata
- First published
- 2018-02-27
- Total releases
- 5 / 8 yrs
- License
- MIT + file LICENSE OSI
- Download size
- 195 KB
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