Density estimation and smoothing

WINDOWS

Variety of window, kernel and moving-agerage estimators with cross-validation. (P)

Kernel density estimation

Gaussian smoothing using fast Fourier transform subroutines found here.

Mixture models

Maximum likelihood estimates of mixture of normal, Poisson or other distributions.

Mixture models

Maximum likelihood estimates of mixture of normal, Poisson or other distributions.

Dip statistic

Computes statistic to test for unimodality.

Univariate kernel smoother

Calculates probabilities of bins for a multinomial vector using a quadratic kernel with smoothing determined from cross-validation.