kerdiest: Nonparametric kernel estimation of the distribution function.
Bandwidth selection and estimation of related functions
Nonparametric kernel distribution function estimation is
performed. Three automatic bandwidth selection methods for
nonparametric kernel distribution function estimation are
implemented: the plug-in of Altman and Leger, the plug-in of
Polansky and Baker, and the modified cross-validation of
Bowman, Hall and Prvan. The exceedance function, the mean
return period and the return level are also computed.