wle.weights: Weights based on Weighted Likelihood for the normal model

Description Usage Arguments Value Author(s)

View source: R/wle.weights.R

Description

This function evaluated the weights for the vector 'x' using the vector 'y' in the estimation of the density by the kernel density estimator.

Usage

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wle.weights(x, y=NULL, smooth=0.0031, sigma2, raf=1,
  location=FALSE, max.iter=1000, tol=10^(-6))

Arguments

x

the data set for which the weights would be calculate.

y

the data set used to calculate the weights.

smooth

the value of the smoothing parameter.

sigma2

an estimate of the variance.

raf

type of Residual adjustment function to be use:

raf="HD": Hellinger Distance RAF,

raf="NED": Negative Exponential Disparity RAF,

raf="SCHI2": Symmetric Chi-Squared Disparity RAF.

location

if TRUE the location is estimated. Only available when y=NULL.

max.iter

maximum number of iterations.

tol

the absolute accuracy to be used to achieve convergence of the algorithm.

Value

weights

the weights associated to the x vector.

location

the location.

conv

TRUE if the convergence is achived.

Author(s)

Claudio Agostinelli


wle documentation built on May 29, 2017, 11:48 a.m.

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