DCV                     Density cross-validation
EL                      Unified empirical likelihood wrapper
EL0                     Uni-variate empirical likelihood via direct
                        lambda search
EL1                     Self-concordant multi-variate empirical
                        likelihood with counts
EuL                     Multi-variate Euclidean likelihood with
                        analytical solution
ExEL1                   Extrapolated EL of the first kind (Taylor
                        expansion)
LSCV                    Least-squares cross-validation function for the
                        Nadaraya-Watson estimator
bartlettFactor          Bartlett correction factor for empirical
                        likelihood with estimating equations
brentMin                Brent's local minimisation
brentZero               Brent's local root search with extended
                        capabilities
bw.CV                   Bandwidth Selectors for Kernel Density
                        Estimation
bw.rot                  Silverman's rule-of-thumb bandwidth
ctracelr                Compute empirical likelihood on a trajectory
dampedNewton            Damped Newton optimiser
getSELWeights           Construct memory-efficient weights for
                        estimation
kernelDensity           Kernel density estimation
kernelDiscreteDensitySmooth
                        Density and/or kernel regression estimator with
                        conditioning on discrete variables
kernelFun               Basic univatiate kernel functions
kernelMixedDensity      Density with conditioning on discrete and
                        continuous variables
kernelMixedSmooth       Smoothing with conditioning on discrete and
                        continuous variables
kernelSmooth            Local kernel smoother
kernelWeights           Kernel-based weights
logTaylor               Modified logarithm with derivatives
pit                     Probability integral transform
prepareKernel           Check the data for kernel estimation
smoothEmplik            Smoothed Empirical Likelihood function value
sparseVectorToList      Convert a weight vector to list
svdlm                   Least-squares regression via SVD
tlog                    d-th derivative of the k-th-order Taylor
                        expansion of log(x)
trimmed.weighted.mean   Weighted trimmed mean
