TBuildIrregularHisto: Irregular histogram estimator list constructor.

In Density.T.HoldOut: Density.T.HoldOut: Non-combinatorial T-estimation Hold-Out for density estimation

Description

Given a sample X, builds the family of irregular histograms using the procedure described in the 'histogram' package.

Usage

TBuildIrregularHisto(X,n=length(X),Dmax=NULL,greedyfirst=TRUE,
	grid=c("data","regular","quantiles"),breaks=NULL,verbose=FALSE)

Arguments

X	numeric vector. The sample to build the irregular histograms.
n	size of the sample.
Dmax	maximum number of bins allowed.
greedyfirst	logical; if TRUE (default), a greedy procedure is used to recursively build a finest partition as provided by 'histogram'.
grid	if type="irregular", grid chooses the set of possible partitions of the data range. The default value "data" gives a set of partitions constructed from the data points, "regular" uses a fine regular grid of points as possible break points. A regular quantile grid can be chosen using "quantiles".
breaks	controls the maximum number of bins allowed in a regular histogram, or the size of the finest grid in an irregular histogram when grid is set to "regular" or "quantiles".
verbose	logical; if TRUE (default), some information is given during histogram construction and the resulting histogram object is printed.

Details

We refer to the 'histogram' package for more details about the construction of these irregular histograms and for the different options available.

Value

TBuildIrregularHisto returns a list with components:

f	gives the explicit expression of the corresponding density function,
cuts	gives the vector of break points (the same as breaks in histo),
descript	list containing: 'histo'nature of the estimator, Dnumber of bins of the estimator, breaksvector of break points.

Author(s)

Nelo Magalhães and Yves Rozenholc.

References

'histogram' R-package: http://cran.r-project.org/web/packages/histogram/index.html.

Y. Rozenholc, T. Mildenberger and U. Gather: "Combining Regular and Irregular Histograms by Penalized Likelihood", Computational Statistics and Data Analysis, 54(12), 3313-3323 (2010).

N. Magalhães and Y. Rozenholc, "A non-combinatorial algorithm for T-estimation", (2014).

See Also

DensityTestim, TBuildList, TBuildRegularHisto, TBuildKernel, TBuildParametric

Examples

## Not run: 
## build irregular histograms for a sample of the normal density:
TBuildIrregularHisto(X=rnorm(1000))

## End(Not run)

Density.T.HoldOut documentation built on May 2, 2019, 2:32 a.m.