A fortran implementation of univariate fourier series density estimation |
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Authors: | Michael E. Tarter William Freeman Alan Hopkins |
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Affiliation: | 1. Department of Biomedical and Environmental Health Sciences , University of California , Berkeley, CA, 94720;2. West Coast Cancer Foundation , San Francisco, CA, 94133;3. Genentech, Inc. , South San Francisco, CA, 94080 |
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Abstract: | A set of Fortran-77 subroutines is described which compute a nonparametric density estimator expressed as a Fourier series. In addition, a subroutine is given for the estimation of a cumulative distribution. Performance measures are given based on samples from a Weibull distribution. Due to small size and modest space demands, these subroutines are easily implemented on most small computers. |
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Keywords: | cumulative estimation ISE distributions nonparametric estimation |
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