A rule of thumb lambda_1 selection in density estimation with SIMEX

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Description

To compute the lambda_1 using the rule-of-thumb methods.

Usage

1
 lambda.select(W,msigma, method="SJ", na.rm = FALSE, ...)

Arguments

W

The observed data. It is a vector of length at least 10.

msigma

The standard deviation σ of measurement error. It is a single positive numeric value.

method

Specifies the bandwidth of 'W'. It can be a single numeric value which has been pre-determined; or computed with the specific density bandwidth selector: 'nrd0', 'nrd', 'ucv', 'bcv', 'SJ'.

na.rm

is set to FALSE by default: no NA value is allowed.

...

control

Author(s)

X.F. Wang wangx6@ccf.org

References

Wang, X.F., Sun, J. and Fan, Z. (2011). Deconvolution density estimation with heteroscedastic errors using SIMEX.

See Also

simex.density, simex.H.density.

Examples

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N <- 1000
set.seed(123); X <- c(rnorm(N/2, mean=-2), rnorm(N/2,mean=2)); U <- rnorm(N,sd=1)
msigma <- 0.5
#msigma <- runif(N,min=0.3,max=0.5)
W <- X + msigma*U
lambda1 <- lambda.select(W, msigma=msigma)