PDEnormrobust function

PDEnormrobust

This functions plots ParetoDensityEsrtimation (PDE) and robustly estimated Gaussian with empirical Mean and Variance

PDEnormrobust(Data,xlab='PDE',ylab,main='PDEnormrobust',
                          PlotSymbolPDE='blue',
                          PlotSymbolGauss= 'magenta',PlotIt=TRUE,
                          Mark2Sigma=FALSE,Mark3Sigma=FALSE,
                          p_mean=10,p_sd=25,...)

Arguments

• Data: numeric vector, data to be plotted.
• xlab: Optional,see plot
• ylab: Optional,see plot
• main: Optional,see plot
• PlotSymbolPDE: line color pdf
• PlotSymbolGauss: line color robust gauss
• PlotIt: TRUE: shows plot
• Mark2Sigma: TRUE: sets to vertical lines marking data outside M+-1.96SD
• Mark3Sigma: TRUE: sets to vertical lines marking data outside M+-2.576SD
• p_mean: scalar between 1-99, percent of the top- and bottomcut from x
• p_sd: scalar between 1-99, lowInnerPercentile for robustly estimated standard deviation
• ...: Further arguments for plot

Details

Within Mark2Sigma 95 percent of data should be contained if distribution is Gaussian

Within Mark3Sigma 99 percent of data should be contained if distribution is Gaussian

The 3sgima rule is usually defined as M+-3SD containing 99.7 percent of data but to simplify, the input parameter name is called Mark3Sigma instead Mark2comma576Sigma, the same reason applies to the output parameter Sigma3.

Returns

• Kernels: numeric vector. The x points of the PDE function.

• ParetoDensity: estimated pdf of data, numeric vector, the PDE(x).

• ParetoRadius: numeric value, the Pareto Radius used for the plot.

• Normaldist: pdf based on rubstly estimated parameters

• Pars: Named vector of robustly estimatated Mean, standard deviation SD, Sigma2=1.96SD and Sigma3=2.576SD, EstPercData_Sigma2, EstPercData_Sigma3

Examples

data(MTY)

PDEnormrobust(unname(MTY))

Author(s)

Michael Thrun