TBuildRegularHisto: Regular 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 regular histograms using the procedure described in the 'histogram' package.

Usage

TBuildRegularHisto(X, n = length(X), Dmax = NULL, Dtab = NULL)

Arguments

X	numeric vector. The sample to build the regular histograms.
n	size of the sample.
Dmax	maximum number of bins. If NULL (default) Dmax=ceiling(n/log(n)).
Dtab	vector of number of bins. If NULL (default) Dtab=1:Dmax.

Details

We refer to the 'histogram' package for more details about the different options available.

Value

TBuildRegularHisto 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, TBuildIrregularHisto, TBuildKernel, TBuildParametric

Examples

## Not run: 
	## build regular histograms for a sample of the lognormal density:
	TBuildRegularHisto(X=rlnom(1000))
	
## End(Not run)

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