IMSL Fortran Stat Library
Chapter 15
Density and Hazard Estimation
Routines
Estimates for a Density
Penalized likelihood estimates
,
DESPL
Kernel estimates
,
DESKN
Gaussian kernel estimates via fast Fourier transform
,
DNFFT
Point estimates
,
DESPT
Modified Likelihood Estimates for Hazards
Estimates of the smoothing parameters, general case
,
HAZRD
Estimates of the smoothing parameters, easy-to-use version
,
HAZEZ
Estimation of the hazard function
,
HAZST