hdrbs: Calculate the optiaml bandwidth matrix for highest density...

In lsbs: Bandwidth Selection for Level Sets and HDR Estimation

Description

This function allow you to compute the optiaml bandwidth matrix for highest density region estimation by using a plug-in strategy.

Usage

hdrbs(X, tau, xrange, yrange, gridwidth, init = NULL, maxit = 200,
  tol = 1e-06, print_obj = FALSE)

Arguments

X	a matrix with two columns containing the data from the density function.
tau	a probability value between 0 and 1
xrange	a vector of of length 2, e.g., c(xmin, xmax), indicating the range the grid points to be generated on x-axis
yrange	a vector of of length 2, e.g., c(ymin, ymax), indicating the range the grid points to be generated on y-axis
gridwidth	width between grid points.
init	starting value of the bandwidth matrix for optimization. If not specified, use direct-plug estimator from ks package as starting value
maxit	maximum number of iterations for optimization
tol	tolerance value for stopping the optimization algorithm
print_obj	a flag (boolean type) indicates printing the loss function values during optimizatin or not.

Value

the optimal bandwidth matrix.

References

Doss, C.R. and Weng, G., 2018. Bandwidth selection for kernel density estimators of multivariate level sets and highest density regions. arXiv preprint arXiv:1806.00731.

Examples

X <- matrix(rnorm(100),ncol=2)
xrange <- c(-2.5,2.5)
yrange <- c(-2.5,2.5)
hdrbs(X,0.1,xrange,yrange,0.1)

lsbs documentation built on May 2, 2019, 7:58 a.m.