| Type: | Package |
| Title: | Selecting Bandwidth for Kernel Density Estimator with Minimum Distance Method |
| Version: | 1.0.4 |
| Date: | 2016-02-21 |
| Author: | Genzo Kaga |
| Maintainer: | Genzo Kaga <genzo.k-1321@ruri.waseda.jp> |
| Description: | Selects bandwidth for the kernel density estimator with minimum distance method as proposed by Devroye and Lugosi (1996). The minimum distance method directly selects the optimal kernel density estimator from countably infinite kernel density estimators and indirectly selects the optimal bandwidth. This package selects the optimal bandwidth from finite kernel density estimators. |
| License: | GPL-2 | GPL-3 |
| LazyData: | TRUE |
| Packaged: | 2016-02-21 15:40:32 UTC; Genzo |
| NeedsCompilation: | no |
| Repository: | CRAN |
| Date/Publication: | 2016-02-21 17:02:45 |
Get 0-1 vector which is used for calculating empirical measure
Description
Get 0-1 vector which is used for calculating empirical measure
Usage
counter(e2, box2)
Arguments
e2 |
integer |
box2 |
matrix which has 0-1 elements related to Scheffe set |
Value
0-1 vector
Calculating delta
Description
Calculating delta
Usage
deltaboxm(ij, box, box2, mu_box2, grid)
Arguments
ij |
number order vector |
box |
matrix which has estimated values of all kernel density estimators |
box2 |
matrix which has 0-1 elements related to Scheffe set |
mu_box2 |
matrix which has values of all empirical measures |
grid |
length of grid in domain |
Value
delta value
Get number order matrix which is used in md
Description
Get number order matrix which is used in md
Usage
dmm(i, prod2)
Arguments
i |
integer |
prod2 |
integer which is defined in md |
Value
matrix related to number order
Calculating estimated density value on some x with bandwidth h
Description
Calculating estimated density value on some x with bandwidth h
Usage
fhat(x, h, data)
Arguments
x |
scalar |
h |
bandwidth |
data |
data sample |
Value
estimated density value
Examples
fhat(0,0.2,rnorm(100))
Get estimated values of kernel density estimator on domain
Description
Get estimated values of kernel density estimator on domain
Usage
fhatboxm(ij, data_for_d, h, x)
Arguments
ij |
number order vector |
data_for_d |
data sample which is split to be used for kernel density estimator |
h |
bandwidth |
x |
scalar |
Value
estimated values of kernel density estimator on domain
Kernel function
Description
Kernel function
Usage
ker(x)
Arguments
x |
scalar |
Value
density
md selects bandwidth for kernel density estimator with minimum distance method. Minimum distance method directly selects optimal kernel density estimator in countably infinite kernel density estimators and indirectly selects optimal bandwidth. md selects optimal bandwidth in countably finite kernel density estimators.
Description
md selects bandwidth for kernel density estimator with minimum distance method. Minimum distance method directly selects optimal kernel density estimator in countably infinite kernel density estimators and indirectly selects optimal bandwidth. md selects optimal bandwidth in countably finite kernel density estimators.
Usage
md(data,hnumber,ds)
Arguments
data |
data sample |
hnumber |
the number of bandwidth which md can select. 60 is enough. Of course, you can take it more. |
ds |
rate of data split. Minimum distance method has to split data for constructing kernel density estimators and empirical measures. |
Value
bandwidth
Examples
# select bandwidth
md(runif(100),20,0.6)
# select bandwidth and plot
data <- rnorm(100)
bandwidth <- md(data,20,0.6)
x <- seq(min(data),max(data),length=100)
plot(x,sapply(x,fhat,bandwidth,data),type="l",ylab="density")
Get number order matrix which is used in md
Description
Get number order matrix which is used in md
Usage
nom(i, length)
Arguments
i |
integer |
length |
the number of grids in domain |
Value
matrix related to number order
Calculating Scheffe sets
Description
Calculating Scheffe sets
Usage
scheffe(ij, box)
Arguments
ij |
number order vector |
box |
estimated values of all kernel density estimators |
Value
0-1 vector
Auxiliary function which is used in md
Description
Auxiliary function which is used in md
Usage
subcounter(l, data, x)
Arguments
l |
integer |
data |
data sample |
x |
scalar |
Value
integer
Get number order vector which is used in md
Description
Get number order vector which is used in md
Usage
xmm(j)
Arguments
j |
integer |
Value
vector related to number order
Get number order matrix which is used in md
Description
Get number order matrix which is used in md
Usage
xym(i, length)
Arguments
i |
integer |
length |
the number of grids in domain |
Value
matrix related to number order