extremefit: Epa.kernel – R documentation

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Epa.kernel

Epanechnikov kernel function

Epanechnikov kernel function.

Epa.kernel(x)

x

vector.

Epanechnikov kernel:

K(x) = 3/4 ( 1 - x^2 ) (abs(x)<=1)

We recommend a critical value of 6.1 for this kernel function.

plot(function(x) Epa.kernel(x), -2, 2, ylab = "Epanechnikov kernel function")

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