Description Value Author(s) References See Also
An object returned by the degrossData
function from tabulated frequencies and central moments of order 1 up to 4. It is used in a second step by degross
to estimate the underlying density.
A list containing :
small.bins
:
a vector of length I+1
with the small bin limits.
ui
:
the I
midpoints of the small bins.
delta
:
width of the small bins.
I
:
the number of small bins.
B.i
:
a matrix of dim I
by K
with the B-spline basis evaluated at the small bin midpoints.
K
:
number of B-splines in the basis.
knots
:
equidistant knots supporting the B-splines basis.
Big.bins
:
vector of length J+1
with the limits of the J
big bins containing the data used to produce the tabulated statistics.
freq.j
:
the number of data observed within each big bin.
m.j
:
a matrix of dim J
by 4 giving the first 4 sample central moments within each big bin.
J
:
the number of big bins.
small.to.big
:
a vector of length I
indicating to what big bin each element of ui
belongs.
Philippe Lambert p.lambert@uliege.be
Lambert, P. (2021) Moment-based density and risk estimation from grouped summary statistics. arXiv:2107.03883.
degrossData
, print.degrossData
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