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B-Spline Density Estimation Library - nonparametric density estimation using B-Spline density estimator from univariate sample.

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B-Spline Density Estimation Library

Supports nonparametric density estimation using B-Spline density estimator from univariate sample.

Estimation methods supported:

  • Empirical Characteristic Function (ECF): Cui, Kirkby and Nguyen (2019)
  • Galerkin Method: Kirkby, Leitao and Nguyen, (2021)
  • "Primal" Basis Estimation: Redner (1999)

Bandwidth Selection methods supported:

  • LCV - Likelihood Cross-Validation
  • LSCV - Least-Squares Cross-Validation
  • Apdaptive Rule of Thumb - Adaptive heuristic rule of thumb, See Cui, Kirkby and Nguyen (2019)
  • Plugin - uses plugin method based on estimate of roughness
  • Normal Rule - traditional normal rule of thumb

Acknowledgement: These libraries have been built in collaboration with:

Supporting Research Articles: