getweights | R Documentation |
This function takes takes a matrix
of (possibly
binned) data and returns a matrix
containing the distinct
observations, and a vector
of weights w
as described below.
getweights(x)
x |
a data |
Given an n \times d
matrix
x
of points in
R^d
, this function removes duplicated observations, and
counts the number of times each observation occurs. This is used to
compute a vector
w
such that
w_i = \frac{\# \textrm{ of
times value } i\textrm{ is observed }}{\# \textrm{ of
observations}}.
This function is called by mlelcd
in order to compute
the maximum likelihood estimator when the observed data values are not
distinct. In this case, the log likelihood function is of the form
\sum_{j=1}^m w_j \log f(X_j),
where the sum is over distinct observations.
xout |
A |
w |
A real-valued |
Madeleine Cule
Robert Gramacy
Richard Samworth
mlelcd
## simple normal example
x <- matrix(rnorm(200),ncol=2)
tmp <- getweights(x)
lcd <- mlelcd(tmp$x,tmp$w)
plot(lcd,type="ic")
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