pmden                package:ftnonpar                R Documentation

_P_i_e_c_e_w_i_s_e _m_o_n_o_t_o_n_e _d_e_n_s_i_t_y _e_s_t_i_m_a_t_i_o_n _w_i_t_h _t_a_u_t _s_t_r_i_n_g_s

_D_e_s_c_r_i_p_t_i_o_n:

     Applies the taut string method to one-dimensional data.

_U_s_a_g_e:

     pmden(x, DISCR=FALSE,verbose = FALSE, bandwidth=-1, extrema.nr = -1, accuracy = mad(x)/1000,  extrema.mean = TRUE,maxkuipnr=19,asympbounds=FALSE, tolerance = 0.001)

_A_r_g_u_m_e_n_t_s:

       x: observed values

   DISCR: logical, if T a discrete density is fitted

 verbose: logical, if T progress (for each iteration) is illustrated
          grahically

bandwidth: if set to a positive value the specified bandwidth is used
          instead of the automatic criterion based on generalized
          Kuiper metrics.

extrema.nr: if set to a positive integer an approximation with the
          specified number of local extreme values is calculated

accuracy: Precision of the data. Handling of identical observations
          depends on this parameter.

extrema.mean: logical, if T the value at the local extrema is changed
          to the mean frequency of observations on that interval

maxkuipnr: The order of the highest generalized Kuiper metric used for
          the automatic choice of the bandwidth

asympbounds: If set to T asymptotic bounds derived from a Brwonian
          Bridge are used for the Kuiper criterion. Otherwise simulated
          bounds for various sample sizes are interpolated for the size
          of the data x

tolerance: Accuracy used for the determination of the bandwidth when
          extrema.nr is greater than 0.

_V_a_l_u_e:

       y: values of the density approximation between the observations

 widthes: bandwidth used for the taut string approximation

    nmax: number of local extreme values

     ind: indices of knots points of the taut string

   trans: taut string at the observations, should look like uniform
          noise

_A_u_t_h_o_r(_s):

     Arne Kovac Arne.Kovac@uni-essen.de

_R_e_f_e_r_e_n_c_e_s:

     Davies, P. L. and Kovac, A. (2003) Densities, Spectral Densities
     and Modality

_S_e_e _A_l_s_o:

     'pmreg','l1pmreg','pmspec'

_E_x_a_m_p_l_e_s:

     aaa <- rclaw(500)
     pmden(aaa,verb=TRUE)$n

