depthDensity: Depth weighted density estimator

In DepthProc: Statistical Depth Functions for Multivariate Analysis

Description

Experimental function used to fit depth weighted density estimator.

Usage

depthDensity(x, y, nx = 5, ny = 32, xg = NULL, yg = NULL, ...)

Arguments

x	numeric vector
y	numeric vector
nx	the number of equally spaced points at which the density is to be estimated in x-dimension.
ny	the number of equally spaced points at which the density is to be estimated in x-dimension.
xg	vector of point at which the density is to be estimated.
yg	vector of point at which the density is to be estimated.
...	arguments passed to depthLocal.

References

Kosiorowski D. and Zawadzki Z. (2014) Notes on optimality of predictive distribution pseudo-estimators in the CHARME models and automatic trading strategies, FindEcon2014, submitted

Examples

## Not run: 
# .sampleData is special function for creating
# data for testing conditional denisty estimators
data <- DepthProc:::.sampleData(1:5, 100)
x <- data[, 1]
y <- data[, 2]
plot(x, y)
dep <- depthDensity(x, y)
plot(dep, type = "raw")
plot(dep, type = "depth")

## End(Not run)

DepthProc documentation built on Feb. 4, 2022, 1:07 a.m.