Package: spatstat.univar 3.0-0

Adrian Baddeley

spatstat.univar:One-Dimensional Probability Distribution Support for the 'spatstat' Family

Estimation of one-dimensional probability distributions including kernel density estimation, weighted empirical cumulative distribution functions, Kaplan-Meier and reduced-sample estimators for right-censored data, heat kernels, kernel properties, quantiles and integration.

Authors:Adrian Baddeley [aut, cre, cph], Tilman M. Davies [aut, ctb, cph], Martin L. Hazelton [aut, ctb, cph], Ege Rubak [aut, cph], Rolf Turner [aut, cph], Greg McSwiggan [ctb, cph]

spatstat.univar_3.0-0.tar.gz
spatstat.univar_3.0-0.tar.gz(r-4.5-noble)spatstat.univar_3.0-0.tar.gz(r-4.4-noble)
spatstat.univar_3.0-0.tgz(r-4.4-emscripten)spatstat.univar_3.0-0.tgz(r-4.3-emscripten)
spatstat.univar.pdf |spatstat.univar.html✨
spatstat.univar/json (API)
NEWS

# Installspatstat.univar in R:
install.packages('spatstat.univar',repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Bug tracker:https://github.com/spatstat/spatstat.univar/issues

56 exports 3.11 score 1 dependencies 18 dependents 1.1k downloads

Last updated 7 days agofrom:d93f4c90b8

Exports:as.breakptsbreakptsbreakpts.from.rbw.abrambw.abram.defaultCDFCDF.densitycheck.hist.lengthsdensityAdaptiveKerneldkernelewcdffirstdigithotrodIdenticalRowPairIdenticalRowsindefintegintegralintegral.densitykaplan.meierkernel.factorkernel.momentkernel.squintkm.rskm.rs.optlastdigitmake.even.breaksmatch.kernelmean.ecdfmean.ewcdfndigitspkernelprint.ewcdfqkernelquantile.densityquantile.ewcdfquantilefunquantilefun.ecdfquantilefun.ewcdfquantilefun.interpolatedCDFreduced.samplerkernelroundingrounding.defaultstieltjesStieltjesCalcStieltjesCalc.stepfuntransformquantilesuniquemapuniquemap.data.frameuniquemap.defaultuniquemap.matrixunnormdensityweighted.medianweighted.quantileweighted.varwhist

Dependencies:spatstat.utils

Readme and manuals

Help Manual

Help pageTopics
The spatstat.univar Packagespatstat.univar-package spatstat.univar
Abramson's Adaptive Bandwidthsbw.abram
Abramson's Adaptive Bandwidths For Numeric Databw.abram.default
Cumulative Distribution Function From Kernel Density EstimateCDF CDF.density
Adaptive Kernel Estimation of Density or IntensitydensityAdaptiveKernel
Kernel distributions and random generationdkernel pkernel qkernel rkernel
Weighted Empirical Cumulative Distribution Functionewcdf
Digits in Decimal Representationfirstdigit lastdigit ndigits
Heat Kernel for a One-Dimensional Rodhotrod
Indefinite Integralindefinteg
Integral of a Function or Spatial Objectintegral
Compute Integral of One-Dimensional Kernel Density Estimate.integral.density
Kaplan-Meier Estimator using Histogram Datakaplan.meier
Scale factor for density kernelkernel.factor
Incomplete Moment of Smoothing Kernelkernel.moment
Integral of Squared Kernelkernel.squint
Kaplan-Meier and Reduced Sample Estimator using Histogramskm.rs
Mean of Empirical Cumulative Distribution Functionmean.ecdf mean.ewcdf
Quantiles of a Density Estimatequantile.density
Quantiles of Weighted Empirical Cumulative Distribution Functionquantile.ewcdf
Quantile Functionquantilefun quantilefun.ecdf quantilefun.ewcdf
Reduced Sample Estimator using Histogram Datareduced.sample
Detect Numerical Roundingrounding rounding.default
Compute Integral of Function Against Cumulative Distributionstieltjes
Transform the Quantilestransformquantiles
Map Duplicate Entries to Unique Entriesuniquemap uniquemap.data.frame uniquemap.default uniquemap.matrix
Weighted kernel smootherunnormdensity
Weighted Median, Quantiles or Varianceweighted.median weighted.quantile weighted.var
Weighted Histogramwhist