corsup: Sup-correction of cummulative weights of a sample
In RostyslavMaiboroda/mixvconc:

Description Usage Arguments Details Value See Also Examples

corsup calculates cummulative weights for the upper nondecreasing envelope of the CDFs of mixture components (sup-corrected weights). The weights are truncated by 1.

1	corsup(xs)

`xs`	object from class `wtsamp` containing the sample and weights for components' distributions.

If cummulative weights are NULL they will be calculated from the individual ones by indiv2cum.

object from class wtsamp whose cummulative weights are sup-corrected and individual weights are set to NULL.

Maiboroda R., Sugakova O. "Statistics of mixtures with varying concentrations with application to DNA microarray data analysis". Nonparametric statistics (2012) v.24:1, p. 201 - 215.

p <- genunifp(15,2) # create mixing probabilities
a <- lsweight(p) # calculate minimax weights
# create a weighted sample:
xs <- wtsamp(genormixt(p,c(0,1),c(1,1)),indiv=a)
F1 <- edfgen(xs,1) # minimax the estimate for 1-st component
xs_sup <- corsup(xs)
F1_sup <- edfgen(xs_sup,1) # sup-corrected estimate for 1-st component
F1(0)
F1_sup(0)
plot(F1,-3,3)
curve(F1_sup,col="red",,lty="dashed",add=TRUE)