depthDensity function

Depth weighted density estimator

Experimental function used to fit depth weighted density estimator.

depthDensity(x, y, nx = 5, ny = 32, xg = NULL, yg = NULL, ...)

Arguments

• x: numeric vector
• y: numeric vector
• nx: the number of equally spaced points at which the density is to be estimated in x-dimension.
• ny: the number of equally spaced points at which the density is to be estimated in x-dimension.
• xg: vector of point at which the density is to be estimated.
• yg: vector of point at which the density is to be estimated.
• ...: arguments passed to depthLocal.

Examples

## Not run:

# .sampleData is special function for creating
# data for testing conditional denisty estimators
data <- DepthProc:::.sampleData(1:5, 100)
x <- data[, 1]
y <- data[, 2]
plot(x, y)
dep <- depthDensity(x, y)
plot(dep, type = "raw")
plot(dep, type = "depth")
## End(Not run)

References

Kosiorowski D. and Zawadzki Z. (2014) Notes on optimality of predictive distribution pseudo-estimators in the CHARME models and automatic trading strategies, FindEcon2014, submitted