stats_kde | Univariate kernel density estimate of a series (e.g. daily returns): the density curve and its CDF on a grid as a series with charts, the bandwidth used, the mode, and quantiles of the smoothed distribution (e.g. the 1% and 5% tail quantiles). | |
stats_lowess | LOWESS (locally weighted scatterplot smoothing) of y against x, or of a time series against time: the smoothed value for every observation (null where y or x is missing) as a series with a chart, and the residual standard deviation. | |
stats_kde_multivariate | Kernel density of one or more variables, continuous or discrete, estimated jointly f(cols) or conditionally f(cols | given) (e.g. the density of an asset’s return given the market’s), with rule-of-thumb or cross-validated bandwidths. | up to 300 s |
stats_kernel_regression | Nonparametric kernel regression of y on x: the conditional mean E[y | x] with no functional form assumed, and the marginal effect (partial derivative) of each regressor at every row, local linear or local constant (Nadaraya-Watson, whose effect exists only for a single continuous regressor), with cross-validated or AIC bandwidths. | up to 300 s |
