R空间的快速核平滑及其在投影寻踪中的应用
Fast Kernel Smoothing in R with Applications to Projection Pursuit
摘要:
本文介绍了R软件包FKSUM,它提供了快速和准确的单变量核平滑器的评估。主要的内核计算是用C++实现的,并被包装在简单,直观和通用的R函数中。快速内核计算是基于递归表达式涉及的顺序统计量,它允许在所有样本点在对数线性时间的内核平滑的准确评估。除了通用的内核平滑函数外,该软件包还提供了流行的内核类型估计器的专用构建和随时可用的实现。在这些基本的平滑问题之上,本文着重于投影寻踪问题,其中投影指数是基于投影密度泛函的核型估计。
英文摘要:
This paper introduces the R package FKSUM, which offers fast and exact evaluation of univariate kernel smoothers. The main kernel computations are implemented in C++, and are wrapped in simple, intuitive and versatile R functions. The fast kernel computations are based on recursive expressions involving the order statistics, which allows for exact evaluation of kernel smoothers at all sample points in log-linear time. In addition to general purpose kernel smoothing functions, the package offers purpose built and ready-to-use implementations of popular kernel-type estimators. On top of these basic smoothing problems, this paper focuses on projection pursuit problems in which the projection index is based on kernel-type estimators of functionals of the projected density.
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