Hnm: Normal mixture bandwidth

In ks: Kernel Smoothing

Normal mixture bandwidth

Description

Normal mixture bandwidth.

Usage

Hnm(x, deriv.order=0, G=1:9, subset.ind, mise.flag=FALSE, verbose, ...)
Hnm.diag(x, deriv.order=0, G=1:9, subset.ind, mise.flag=FALSE, verbose, ...)
hnm(x, deriv.order=0, G=1:9, subset.ind, mise.flag=FALSE, verbose, ... )

Arguments

x	vector/matrix of data values
deriv.order	derivative order
G	range of number of mixture components
subset.ind	index vector of subset of x for fitting
mise.flag	flag to use MISE or AMISE minimisation. Default is FALSE.
verbose	flag to print out progress information. Default is FALSE.
...	other parameters for Mclust

Details

The normal mixture fit is provided by the Mclust function in the mclust package. Hnm is then Hmise.mixt (if mise.flag=TRUE) or Hamise.mixt (if mise.flag=FALSE) with these fitted normal mixture parameters. Likewise for Hnm.diag, hnm.

Value

Normal mixture bandwidth. If mise=TRUE then the minimal MISE value is returned too.

References

Cwik, J. & Koronacki, J. (1997). A combined adaptive-mixtures/plug-in estimator of multivariate probability densities. Computational Statistics and Data Analysis, 26, 199-218.

See Also

Hmise.mixt, Hamise.mixt

Examples

data(unicef)
Hnm(unicef) 

ks documentation built on Aug. 11, 2023, 1:10 a.m.