This article introduces the R package hermiter which facilitates estimation of univariate and bivariate probability density functions and cumulative distribution functions along with full quantile functions (univariate) and nonparametric correlation coefficients (bivariate) using Hermite series based estimators. The algorithms implemented in the hermiter package are particularly useful in the sequential setting (both stationary and non-stationary) and one-pass batch estimation setting for large data sets. In addition, the Hermite series based estimators are approximately mergeable allowing parallel and distributed estimation.

翻译：本文介绍R包hermiter，该包利用基于Hermite级数的估计量，实现单变量和双变量概率密度函数、累积分布函数以及完整分位数函数（单变量）和非参数相关系数（双变量）的估计。hermiter包中实现的算法特别适用于顺序设置（包括平稳和非平稳）以及大数据集的一次性批量估计场景。此外，基于Hermite级数的估计量具有近似可合并性，支持并行和分布式估计。