R/LP.smooth.R

In QDComparison: Modern Nonparametric Tools for Two-Sample Quantile and Distribution Comparisons

LP.smooth <-
function (CR, n, method) 
{
    CR.s <- sort(CR^2, decreasing = TRUE, index = TRUE)$x
    aa <- rep(0, length(CR.s))
    if (method == "AIC") {
        penalty <- 2
    }
    if (method == "BIC") {
        penalty <- log(n)
    }
    aa[1] <- CR.s[1] - penalty/n
    if (aa[1] < 0) {
        return(rep(0, length(CR)))
    }
    if (length(aa) == 1) {
        return(CR)
    }
    for (i in 2:length(CR.s)) {
        aa[i] <- aa[(i - 1)] + (CR.s[i] - penalty/n)
    }
    CR[CR^2 < CR.s[which(aa == max(aa))]] <- 0
    return(CR)
}