ede: The Extremum Distance Estimator (EDE) for Finding the...

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

View source: R/ede.R

Description

Implementation of EDE method as defined in [1] and [2] by giving a simple output of the method.

Usage

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ede(x, y, index)

Arguments

x

The numeric vector of x-abscissas, must be of length at least 4.

y

The numeric vector of the noisy or not y-ordinates, must be of length at least 4.

index

If data is convex/concave then index=0
If data is concave/convex then index=1

Details

We also obtain the x_{F_{1}},x_{F_{2}} points, see [1], [2].

Value

A matrix of size 1 x 3 is returned with elements:

A(1,1)=i_1

The index j_{F_{1}} for EDE method

A(1,2)=i_1

The index j_{F_{2}} for EDE method

A(1,3)=χ_{D}

The Extremum Distance Estimator (EDE) for inflection point

Note

This function is for real big data sets, more than one million rows. It is the fastest available method, see [2] for comparison to other methods.

Author(s)

Demetris T. Christopoulos

References

[1]Demetris T. Christopoulos, Developing methods for identifying the inflection point of a convex/ concave curve. arXiv:1206.5478v2 [math.NA], https://arxiv.org/pdf/1206.5478v2.pdf, 2014
[2]Demetris T. Christopoulos, On the efficient identification of an inflection point,International Journal of Mathematics and Scientific Computing,(ISSN: 2231-5330), vol. 6(1), https://www.researchgate.net/publication/304557351, 2016

See Also

See also the iterative version bede and iterations plot using findipiterplot.

Examples

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#
#Fisher-pry model with heavy noise, unequal spaces
#and 1 million cases:
N=10^6+1;
set.seed(2017-05-11);x=sort(runif(N,0,10));y=5+5*tanh(x-5)+runif(N,-1,1);
#
ptm <- proc.time()
tede=ede(x,y,0);tede;proc.time() - ptm
#         j1     j2      chi
# EDE 351061 648080 4.997139
# user  system elapsed 
# 0.01    0.00    0.01 
#

inflection documentation built on May 29, 2017, 5:49 p.m.