pmden: Piecewise monotone density estimation with taut strings

Description Usage Arguments Value Author(s) References See Also Examples

Description

Applies the taut string method to one-dimensional data.

Usage

1
pmden(x, DISCR=FALSE,verbose = FALSE, bandwidth=-1, extrema.nr = -1, accuracy = mad(x)/1000,  extrema.mean = TRUE,maxkuipnr=19,asympbounds=FALSE, tolerance = 1e-08,localsq=TRUE,locsq.factor=0.9)

Arguments

x

observed values

DISCR

logical, if T a discrete density is fitted

verbose

logical, if T progress (for each iteration) is illustrated grahically

bandwidth

if set to a positive value the specified bandwidth is used instead of the automatic criterion based on generalized Kuiper metrics.

extrema.nr

if set to a positive integer an approximation with the specified number of local extreme values is calculated

accuracy

Precision of the data. Handling of identical observations depends on this parameter.

extrema.mean

logical, if T the value at the local extrema is changed to the mean frequency of observations on that interval

maxkuipnr

The order of the highest generalized Kuiper metric used for the automatic choice of the bandwidth

asympbounds

If set to T asymptotic bounds derived from a Brwonian Bridge are used for the Kuiper criterion. Otherwise simulated bounds for various sample sizes are interpolated for the size of the data x

tolerance

Accuracy used for the determination of the bandwidth when extrema.nr is greater than 0.

localsq

If set to TRUE (default) performs, if necessary, additional local squeezing after the Kuiper metrics are small enough

locsq.factor

The amount of decrement applied to the bandwidthes if local squeezing is carried out.

Value

y

values of the density approximation between the observations

widthes

bandwidth used for the taut string approximation

nmax

number of local extreme values

ind

indices of knots points of the taut string

trans

taut string at the observations, should look like uniform noise

Author(s)

Arne Kovac A.Kovac@bristol.ac.uk

References

Davies, P. L. and Kovac, A. (2003) Densities, Spectral Densities and Modality

See Also

pmreg,l1pmreg,pmspec

Examples

1
2
aaa <- rclaw(500)
pmden(aaa,verb=TRUE)$n

ftnonpar documentation built on May 2, 2019, 3:04 a.m.

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