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| pendensity-package | pendensity offers routines for estimating penalized unconditional and conditional (on factor groups) densties. |
| Abl1 | Calculating the first derivative of the pendensity likelihood function w.r.t. parameter beta |
| Abl2 | Calculating the second order derivative with and without penalty |
| Allianz | Daily final prices (DAX) of the German stock Allianz in the years 2006 and 2007 |
| bias.par | Calculating the bias of the paramater beta |
| cal.int | These functions are used for calculating the empirical and theorectical distribution functions. |
| ck | Calculating the actual weights ck |
| D.m | Calculating the penalty matrix |
| DeutscheBank | Daily final prices (DAX) of the German stock Deutsche Bank in the years 2006 and 2007 |
| distr.func | These functions are used for calculating the empirical and theorectical distribution functions. |
| f.hat | Calculating the actual fitted values of y |
| L.mat | Calculates the difference matrix of order m |
| marg.likelihood | Calculating the marginal likelihood |
| my.AIC | Calculating the AIC value |
| my.bspline | my.bspline |
| my.positive.definite.solve | my.positive.definite.solve |
| new.beta.val | Calculating the new parameter beta |
| new.lambda | Calculating new penalty paramater lambda |
| pen.log.like | Calculating the log likelihood |
| pendenForm | Formula interpretation and data transfer |
| pendensity | Calculating penalized density |
| plot | Plotting estimated penalized densities |
| poly.part | These functions are used for calculating the empirical and theorectical distribution functions. |
| string.help | Formula interpretation and data transfer |
| test.equal | Testing pairwise equality of densities |
| variance.par | Calculating the variance of the parameters |
| variance.val | Calculating the variances and standard deviance of each observation. |