modehunt: Multiscale Analysis for Density Functions
Version 1.0.7

Given independent and identically distributed observations X(1), ..., X(n) from a density f, provides five methods to perform a multiscale analysis about f as well as the necessary critical values. The first method, introduced in Duembgen and Walther (2008), provides simultaneous confidence statements for the existence and location of local increases (or decreases) of f, based on all intervals I(all) spanned by any two observations X(j), X(k). The second method approximates the latter approach by using only a subset of I(all) and is therefore computationally much more efficient, but asymptotically equivalent. Omitting the additive correction term Gamma in either method offers another two approaches which are more powerful on small scales and less powerful on large scales, however, not asymptotically minimax optimal anymore. Finally, the block procedure is a compromise between adding Gamma or not, having intermediate power properties. The latter is again asymptotically equivalent to the first and was introduced in Rufibach and Walther (2010).

AuthorKaspar Rufibach <kaspar.rufibach@gmail.com> and Guenther Walther <gwalther@stanford.edu>
Date of publication2015-07-03 08:47:50
MaintainerKaspar Rufibach <kaspar.rufibach@gmail.com>
LicenseGPL (>= 2)
Version1.0.7
URL http://www.kasparrufibach.ch http://www-stat.stanford.edu/~gwalther
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("modehunt")

Getting started

Package overview

Popular man pages

blocks: Computes number of observations for each block
criticalValuesApprox: Compute critical values for (1) the original test statistic...
cvModeBlock: Critical values for test statistic based on the block...
lin: Perturbed Uniform Distribution
modeHuntingBlock: Multiscale analysis of a density via block procedure
modehunt-package: Multiscale Analysis for Density Functions
myRound: Round 5 up to the next higher integer
See all...

All man pages Function index File listing

Man pages

blocks: Computes number of observations for each block
criticalValuesAll: Compute critical values based on the set of all intervals
criticalValuesApprox: Compute critical values for (1) the original test statistic...
cvModeAll: Critical values for test statistic based on all intervals
cvModeApprox: Critical values for test statistic based on the approximating...
cvModeBlock: Critical values for test statistic based on the block...
lin: Perturbed Uniform Distribution
minimalIntervals: Compute set of minimal intervals
modeHunting: Multiscale analysis of a density on all possible intervals
modeHuntingApprox: Multiscale analysis of a density on the approximating set of...
modeHuntingBlock: Multiscale analysis of a density via block procedure
modehunt-package: Multiscale Analysis for Density Functions
myRound: Round 5 up to the next higher integer
preProcessX: Prepare data vector according to available information on...

Functions

blocks Man page Source code
criticalValuesAll Man page Source code
criticalValuesApprox Man page Source code
criticalValuesBlock Man page
cvModeAll Man page
cvModeApprox Man page
cvModeBlock Man page
dlin Man page Source code
lin Man page
minimalIntervals Man page Source code
mode hunting Man page
modeHunting Man page Source code
modeHuntingApprox Man page Source code
modeHuntingBlock Man page Source code
modehunt Man page
modehunt-package Man page
multiscale Man page
myRound Man page Source code
plin Man page Source code
preProcessX Man page Source code
qlin Man page Source code
rlin Man page Source code

Files

NAMESPACE
NEWS
data
data/cvModeAll.rda
data/cvModeBlock.rda
data/cvModeApprox.rda
R
R/qlin.r
R/preProcessX.r
R/criticalValuesAll.r
R/minimalIntervals.r
R/plin.r
R/blocks.r
R/rlin.r
R/modeHuntingApprox.r
R/dlin.r
R/criticalValuesApprox.r
R/myRound.r
R/modeHunting.r
R/modeHuntingBlock.r
MD5
DESCRIPTION
man
man/modeHuntingApprox.Rd
man/modeHuntingBlock.Rd
man/myRound.Rd
man/preProcessX.Rd
man/cvModeAll.Rd
man/minimalIntervals.Rd
man/modeHunting.Rd
man/criticalValuesAll.Rd
man/blocks.Rd
man/modehunt-package.Rd
man/cvModeApprox.Rd
man/cvModeBlock.Rd
man/lin.Rd
man/criticalValuesApprox.Rd
modehunt documentation built on May 19, 2017, 2:29 p.m.

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