This package implements random generation procedures for sampling from kernel densities and smoothed bootstrap, that is an extension of standard bootstrap procedure, where instead of drawing samples with replacement from the empirical distribution, they are drawn from kernel density estimate of the distribution.
Three functions are provided to sample from univariate kernel densities (ruvk
),
multivariate product kernel densities (rmvk
) and multivariate Gaussian kernel
densities (rmvg
). The ruvk
function samples from the kernel densities as
estimated using the base R density
function. It offers possibility of sampling
from kernel densities with Gaussian, Epanechnikov, rectangular, triangular, biweight,
cosine, and optcosine kernels. The rmvk
offers sampling from a multivariate kernel
density constructed from independent univariate kernel densities. It is also possible
to sample from multivariate Gaussian kernel density using the rmvg
function,
that allows for correlation between the variables.
Smooth bootstrap is possible by using the kernelboot
function, that draws with
replacement samples from the empirical distribution, enhances them using noise
drawn from the kernel density and evaluates the user-provided statistic on the
samples. This procedure can be thought as an extension of the basic bootstrap
procedure.