<?xml version="1.0" encoding="utf-8" ?><rss version="2.0" xmlns:atom="http://www.w3.org/2005/Atom" xmlns:r="https://r-universe.dev"><channel><title>doostih.r-universe.dev</title><link>https://doostih.r-universe.dev</link><description>Recent package updates in doostih</description><generator>R-universe</generator><image><url>https://github.com/doostih.png</url><title>R packages by doostih</title><link>https://doostih.r-universe.dev</link></image><lastBuildDate>Fri, 02 Oct 2026 02:08:10 GMT</lastBuildDate><item><title>[doostih] tiltdens 0.2.1</title><author>hassan.doosti@mq.edu.au (Hassan Doosti)</author><description>High-order nonparametric density estimators built by
perturbing a conventional kernel estimator, either by
re-weighting the observations (&quot;tilting&quot;) or by moving them
(&quot;data sharpening&quot;). The perturbation is chosen so that the
estimator inherits the fast convergence rate of an
infinite-order kernel estimator, such as the sinc or
trapezoidal flat-top estimator, while remaining a proper
non-negative density without the oscillatory tails those
estimators suffer from. Two criteria are provided: minimising
the L2 distance to an infinite-order comparator, following
Doosti and Hall (2016) &lt;doi:10.1111/rssb.12112&gt;, and minimising
a cross-validation criterion that needs no comparator and is
much faster, following Doosti, Hall and Mateu (2018)
&lt;doi:10.1016/j.jspi.2017.12.003&gt;.</description><link>https://github.com/r-universe/doostih/actions/runs/36971985107</link><pubDate>Fri, 02 Oct 2026 02:08:10 GMT</pubDate><r:package>tiltdens</r:package><r:version>0.2.1</r:version><r:status>success</r:status><r:repository>https://doostih.r-universe.dev</r:repository><r:upstream>https://github.com/doostih/tiltdens</r:upstream><r:article><r:source>tiltdens.Rmd</r:source><r:filename>tiltdens.html</r:filename><r:title>Tilted and data-sharpened density estimation</r:title><r:created>2026-09-09 04:40:18</r:created><r:modified>2026-09-09 04:40:18</r:modified></r:article></item></channel></rss>