extremefit: Biweight.kernel – R documentation

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Biweight.kernel

Biweight kernel function

Biweight kernel function.

Biweight.kernel(x)

x

a vector.

Biweight kernel:

K(x) = 15/16 ( 1 - x^2 )^2 (abs(x)<=1)

We recommend a critical value of 7 for this kernel function.

plot(function(x) Biweight.kernel(x),-2, 2,
main = " Biweight kernel ")

Estimation of Extreme Conditional Quantiles and Probabilities

v1.0.2

GPL-2

Authors

Gilles Durrieu, Ion Grama, Kevin Jaunatre, Quang-Khoai Pham, Jean-Marie Tricot

Initial release

2019-05-03