R/LocalCoarsen.r

In logcondens: Estimate a Log-Concave Probability Density from Iid Observations

LocalCoarsen <- function(x, w, IsKnot) {
  n <- length(x)
  K <- (1:n) * IsKnot
  K <- K[K > 0]
  x2 <- x[K]
  w2 <- w[K]
  for (k in 1:(length(K) - 1)) {
    if (K[k + 1] > (K[k] + 1)) {
      ind <- (K[k] + 1):(K[k + 1] - 1)
      lambda <- (x[ind] - x2[k]) / (x2[k + 1] - x2[k])
      w2[k] <- w2[k] + sum(w[ind] * (1 - lambda))
      w2[k + 1] <- w2[k + 1] + sum(w[ind] * lambda)
    }
  }
  w2 <- w2 / sum(w2)
  return(list(x2 = matrix(x2, ncol = 1), w2 = matrix(w2, ncol = 1)))
}