internal: Internal Functions

In evmix: Extreme Value Mixture Modelling, Threshold Estimation and Boundary Corrected Kernel Density Estimation

Description

Internal functions not designed to be used directly, but are all exported to make them visible to users.

Usage

kdenx(x, kerncentres, lambda, kernel = "gaussian")

pkdenx(x, kerncentres, lambda, kernel = "gaussian")

bckdenxsimple(x, kerncentres, lambda, kernel = "gaussian")

pbckdenxsimple(x, kerncentres, lambda, kernel = "gaussian")

bckdenxcutnorm(x, kerncentres, lambda, kernel = "gaussian")

pbckdenxcutnorm(x, kerncentres, lambda, kernel = "gaussian")

bckdenxrenorm(x, kerncentres, lambda, kernel = "gaussian")

pbckdenxrenorm(x, kerncentres, lambda, kernel = "gaussian")

bckdenxreflect(x, kerncentres, lambda, kernel = "gaussian")

pbckdenxreflect(x, kerncentres, lambda, kernel = "gaussian")

pxb(x, lambda)

bckdenxbeta1(x, kerncentres, lambda, xmax)

pbckdenxbeta1(x, kerncentres, lambda, xmax)

bckdenxbeta2(x, kerncentres, lambda, xmax)

pbckdenxbeta2(x, kerncentres, lambda, xmax)

bckdenxgamma1(x, kerncentres, lambda)

pbckdenxgamma1(x, kerncentres, lambda)

bckdenxgamma2(x, kerncentres, lambda)

pbckdenxgamma2(x, kerncentres, lambda)

bckdenxcopula(x, kerncentres, lambda, xmax)

pbckdenxcopula(x, kerncentres, lambda, xmax)

pbckdenxlog(x, kerncentres, lambda, offset, kernel = "gaussian")

pbckdenxnn(x, kerncentres, lambda, kernel = "gaussian", nn)

qmix(x, u, epsilon)

qmixprime(x, u, epsilon)

qgbgmix(x, ul, ur, epsilon)

qgbgmixprime(x, ul, ur, epsilon)

pscounts(x, beta, design.knots, degree)

Arguments

x	quantiles
kerncentres	kernel centres (typically sample data vector or scalar)
lambda	bandwidth for kernel (as half-width of kernel) or NULL
kernel	kernel name (default = "gaussian")
xmax	upper bound on support (copula and beta kernels only) or NULL
offset	offset added to kernel centres (logtrans only) or NULL
nn	non-negativity correction method (simple boundary correction only)
u	threshold
epsilon	interval half-width
ul	lower tail threshold
ur	upper tail threshold
beta	vector of B-spline coefficients (required)
design.knots	spline knots for splineDesign function
degree	degree of B-splines (0 is constant, 1 is linear, etc.)

Details

Internal functions not designed to be used directly. No error checking of the inputs is carried out, so user must be know what they are doing. They are undocumented, but are made visible to the user.

Mostly, these are used in the kernel density estimation functions.

Acknowledgments

Based on code by Anna MacDonald produced for MATLAB.

Author(s)

Yang Hu and Carl Scarrott [e-mail].

See Also

density, kden and bckden.

evmix documentation built on Sept. 3, 2019, 5:07 p.m.