dist-ssdFit: Fit density using smoothing splines

In fBasics: Rmetrics - Markets and Basic Statistics

Fit density using smoothing splines

Description

Estimates the parameters of a density function using smoothing splines.

Usage

   
ssdFit(x) 

Arguments

x	a numeric vector.

Value

for ssdFit, an object of class ssden. The returned object can be used to evaluate density, probabilities and quantiles.

Author(s)

Diethelm Wuertz, Chong Gu for the underlying gss package.

References

Gu, C. (2002), Smoothing Spline ANOVA Models, New York Springer–Verlag.

Gu, C. and Wang, J. (2003), Penalized likelihood density estimation: Direct cross-validation and scalable approximation, Statistica Sinica, 13, 811–826.

Examples

     
## ssdFit -
   set.seed(1953)
   r = rnorm(500)
   hist(r, breaks = "FD", probability = TRUE,
     col = "steelblue", border = "white")
 
## ssdFit - 
   param = ssdFit(r)
   
## dssd -  
   u = seq(min(r), max(r), len = 301)
   v = dssd(u, param)
   lines(u, v, col = "orange", lwd = 2)

fBasics documentation built on Nov. 3, 2023, 3:01 p.m.