Fast Kernel Smoothing in R with Applications to Projection Pursuit

• DOI: 10.18637/jss.v101.i03
• Publication Date: 2022-01-29T21:22:45Z
• Authors: David P. Hofmeyr
• Keywords: Kernel (algebra); Smoothing; Kernel smoother; Univariate; Kernel density estimation

This paper introduces the R package FKSUM, which offers fast and exact evaluation of univariate kernel smoothers. The main computations are implemented in C++, wrapped simple, intuitive versatile functions. based on recursive expressions involving order statistics, allows for smoothers at all sample points log-linear time. In addition to general purpose smoothing functions, built readyto-use implementations popular kernel-type estimators. On top these basic problems, this focuses projection pursuit problems index is estimators functionals projected density.