Density and Hazard Estimation

ESTIMATES FOR A DENSITY

ROUTINE DESCRIPTION
DESPL Performs nonparametric probability density function estimation by the penalized likelihood method.
DESKN Performs nonparametric probability density function estimation by the kernel method.
DNFFT Computes Gaussian kernel estimates of a univariate density via the fast Fourier transform over a fixed interval.
DESPT Estimates a probability density function at specified points using linear or cubic interpolation.
 

MODIFIED LIKELIHOOD ESTIMATES FOR HAZARDS

ROUTINE DESCRIPTION
HAZRD Performs nonparametric hazard rate estimation using kernel functions and quasi-likelihoods.
HAZEZ Performs nonparametric hazard rate estimation using kernel functions. Easy-to-use version of HAZRD.
HAZST Performs hazard rate estimation over a grid of points using a kernel function.