The R package deconvolve provides tools for performing non-parametric deconvolution on measurement error problems. It contains functions for finding bandwidths, deconvolved densities and non-parametric regression estimates.
You can install the development version from Github.
# install.packages("devtools")
devtools::install_github("timothyhyndman/deconvolve")library(deconvolve)
W <- (framingham$SBP21 + framingham$SBP22)/2
d <- deconvolve(W)This is a list of every method that this package contains
- Homoscedastic errors estimated from replicates
- Heteroscedastic errors estimated from replicates
- Errors assumed symmetric when no errors are provided
- Homoscedastic errors supplied
- Heteroscedastic errors supplied
- Plug-in estimator for homoscedastic errors estimated from replicates
- Plug-in estimator for errors assumed symmetric when no errors are provided
- Plug-in estimator for homoscedastic errors
- Plug-in estimator for heteroscedastic errors
- CV for homoscedastic errors
- SIMEX for homoscedastic errors
- SIMEX for homoscedastic errors estimated from replicates
- Homoscedastic errors estimated from replicates
- Homoscedastic errors supplied
This package is free and open source software, licensed under GPL (>=2).