doldlogspline: Logspline Density Estimation - 1992 version

In logspline: Routines for Logspline Density Estimation

Logspline Density Estimation - 1992 version

Description

Probability density function (doldlogspline), distribution function (poldlogspline), quantiles (qoldlogspline), and random samples (roldlogspline) from a logspline density that was fitted using the 1992 knot deletion algorithm (oldlogspline). The 1997 algorithm using knot deletion and addition is available using the logspline function.

Usage

doldlogspline(q, fit) 
poldlogspline(q, fit) 
qoldlogspline(p, fit) 
roldlogspline(n, fit) 

Arguments

q	vector of quantiles. Missing values (NAs) are allowed.
p	vector of probabilities. Missing values (NAs) are allowed.
n	sample size. If length(n) is larger than 1, then length(n) random values are returned.
fit	oldlogspline object, typically the result of oldlogspline.

Details

Elements of q or p that are missing will cause the corresponding elements of the result to be missing.

Value

Densities (doldlogspline), probabilities (poldlogspline), quantiles (qoldlogspline), or a random sample (roldlogspline) from an oldlogspline density that was fitted using knot deletion.

Author(s)

Charles Kooperberg [e-mail].

References

Charles Kooperberg and Charles J. Stone. Logspline density estimation for censored data (1992). Journal of Computational and Graphical Statistics, 1, 301–328.

Charles J. Stone, Mark Hansen, Charles Kooperberg, and Young K. Truong. The use of polynomial splines and their tensor products in extended linear modeling (with discussion) (1997). Annals of Statistics, 25, 1371–1470.

See Also

logspline, oldlogspline, plot.oldlogspline, summary.oldlogspline

Examples

x <- rnorm(100)
fit <- oldlogspline(x)
qq <- qoldlogspline((1:99)/100, fit)
plot(qnorm((1:99)/100), qq)                  # qq plot of the fitted density
pp <- poldlogspline((-250:250)/100, fit)
plot((-250:250)/100, pp, type = "l")
lines((-250:250)/100, pnorm((-250:250)/100)) # asses the fit of the distribution
dd <- doldlogspline((-250:250)/100, fit)
plot((-250:250)/100, dd, type = "l")
lines((-250:250)/100, dnorm((-250:250)/100)) # asses the fit of the density
rr <- roldlogspline(100, fit)                # random sample from fit

logspline documentation built on Oct. 27, 2023, 1:09 a.m.