lambda.select: A rule of thumb lambda_1 selection in density estimation with...

In NPsimex: Nonparametric Smoothing for contaminated data using Simulation-Extrapolation

Description

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

Usage

 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 [e-mail]

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

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)

NPsimex documentation built on May 1, 2019, 6:32 p.m.