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Gaussian.kernel

Gaussian kernel function


Description

Gaussian kernel function

Usage

Gaussian.kernel(x)

Arguments

x

a vector.

Details

Gaussian Kernel with the value of standard deviation equal to 1/3.

K(x) = (1/{(1/3)*sqrt(2 π)} exp(-(3*x)^2/2)) (abs(x) <= 1)

We recommend a critical value of 8.3 for this kernel.

Examples

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

extremefit

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

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