Description Usage Arguments Author(s) References See Also Examples
To compute the optimal span of the sequence of lambda's for the case of homoscedastic error.
1 |
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. |
span |
span is a vector of user-defined grids for spans. |
from |
the starting point where the PDF is to be evaluated. |
to |
the starting point where the PDF is to be evaluated. |
n.user |
number of points where the PDF is to be evaluated. |
n.lambda |
number of points of lambda's. |
lambda |
Specifies the first lambda. 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'. |
bw |
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'. |
adjust |
adjust the range there the PDF is to be evaluated. By default, adjust=1. |
na.rm |
is set to FALSE by default: no NA value is allowed. |
... |
control |
X.F. Wang wangx6@ccf.org
Wang, X.F., Sun, J. and Fan, Z. (2011). Deconvolution density estimation with heteroscedastic errors using SIMEX.
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 | ############### Homoscadestic error
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
W <- X + msigma*U
plot.simex.density <- function(X.simex,X,...){
plot(X.simex$x, X.simex$y, type="l", xlab="x", ylab="density", lwd=3, lty=2, col=2,...)
lines(density(X, bw="SJ"), lwd=3)
}
#---- Select the optimal lambda span
par(mfrow=c(1,2))
spans <- span.select(W, msigma)
plot(spans$span, spans$ISE, type="o", xlab="span", ylab="ISE")
X.simex <- simex.density(W, msigma=msigma, adjust=1, n.lambda=50, span=spans$span[order(spans$ISE)[1]])
plot.simex.density(X.simex, X, ylim=c(0,0.25))
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