modehunt: Multiscale Analysis for Density Functions

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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).

Author
Kaspar Rufibach <kaspar.rufibach@gmail.com> and Guenther Walther <gwalther@stanford.edu>
Date of publication
2015-07-03 08:47:50
Maintainer
Kaspar Rufibach <kaspar.rufibach@gmail.com>
License
GPL (>= 2)
Version
1.0.7
URLs

View on CRAN

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...

Files in this package

modehunt
modehunt/NAMESPACE
modehunt/NEWS
modehunt/data
modehunt/data/cvModeAll.rda
modehunt/data/cvModeBlock.rda
modehunt/data/cvModeApprox.rda
modehunt/R
modehunt/R/qlin.r
modehunt/R/preProcessX.r
modehunt/R/criticalValuesAll.r
modehunt/R/minimalIntervals.r
modehunt/R/plin.r
modehunt/R/blocks.r
modehunt/R/rlin.r
modehunt/R/modeHuntingApprox.r
modehunt/R/dlin.r
modehunt/R/criticalValuesApprox.r
modehunt/R/myRound.r
modehunt/R/modeHunting.r
modehunt/R/modeHuntingBlock.r
modehunt/MD5
modehunt/DESCRIPTION
modehunt/man
modehunt/man/modeHuntingApprox.Rd
modehunt/man/modeHuntingBlock.Rd
modehunt/man/myRound.Rd
modehunt/man/preProcessX.Rd
modehunt/man/cvModeAll.Rd
modehunt/man/minimalIntervals.Rd
modehunt/man/modeHunting.Rd
modehunt/man/criticalValuesAll.Rd
modehunt/man/blocks.Rd
modehunt/man/modehunt-package.Rd
modehunt/man/cvModeApprox.Rd
modehunt/man/cvModeBlock.Rd
modehunt/man/lin.Rd
modehunt/man/criticalValuesApprox.Rd