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hermiter v2.1.0

New features

  • A method has been added for estimating the Kendall rank correlation coefficient in the bivariate setting.
  • The univariate quantile estimation method has been significantly enhanced in accuracy using series acceleration techniques. Series acceleration is enabled by default.
  • The univariate pdf and cdf methods have been significantly enhanced in accuracy using series acceleration techniques. Series acceleration is enabled by default.
  • The new default method for the univariate quantile estimation method, 'interpolate' is much faster than the alternate method, 'bisection' with nearly the same accuracy.
  • Added print and summary methods for both the univariate and bivariate hermite_estimator objects.
  • Convenience function added to calculate sums of Hermite functions.

Documentation improvements

  • The vignette hermiter, namely vignette("hermiter") has been extended to included examples pertaining to estimation of the Kendall Tau nonparametric correlation coefficient in the bivariate setting.

Test environments

  • local R installation, Windows 10, R 4.1.2
  • local R installation, Ubuntu Linux 21.10, R 4.1.2
  • Ubuntu Linux 20.04.1 LTS (r-hub)
  • Debian Linux, R-release, GCC (r-hub)
  • Debian Linux, R-devel, GCC ASAN/UBSAN (r-hub)
  • Fedora Linux (r-hub)
  • Apple Silicon (M1), macOS 11.6 Big Sur, R-release
  • macOS 10.13.6 High Sierra, R-release, CRAN's setup
  • Oracle Solaris 10, x86, 32 bit, R-release (r-hub)
  • win-builder (devel and release)

R CMD check results

There was 1 NOTE:

Found the following (possibly) invalid URLs: URL: https://projecteuclid.org/euclid.ejs/1488531636 From: inst/doc/hermiter.html Status: 500 Message: Internal Server Error URL: https://projecteuclid.org/journals/electronic-journal-of-statistics/volume-11/issue-1/Sequential-quantiles-via-Hermite-series-density-estimation/10.1214/17-EJS1245.full From: README.md Status: 500 Message: Internal Server Error

Found the following (possibly) invalid DOIs: DOI: 10.1214/17-EJS1245 From: DESCRIPTION Status: Internal Server Error Message: 500

  • The URL and DOI listed above appear to be valid and work when tested directly.