Hnm function

Normal mixture bandwidth

Normal mixture bandwidth.

Hnm(x, deriv.order=0, G=1:9, subset.ind, mise.flag=FALSE, verbose, ...)
Hnm.diag(x, deriv.order=0, G=1:9, subset.ind, mise.flag=FALSE, verbose, ...)
hnm(x, deriv.order=0, G=1:9, subset.ind, mise.flag=FALSE, verbose, ... )

Arguments

• x: vector/matrix of data values
• deriv.order: derivative order
• G: range of number of mixture components
• subset.ind: index vector of subset of x for fitting
• mise.flag: flag to use MISE or AMISE minimisation. Default is FALSE.
• verbose: flag to print out progress information. Default is FALSE.
• ...: other parameters for Mclust

Returns

Normal mixture bandwidth. If mise=TRUE then the minimal MISE value is returned too.

Details

The normal mixture fit is provided by the Mclust function in the mclust package. Hnm is then Hmise.mixt (if mise.flag=TRUE) or Hamise.mixt (if mise.flag=FALSE) with these fitted normal mixture parameters. Likewise for Hnm.diag, hnm.

See Also

Hmise.mixt , Hamise.mixt

References

Cwik, J. & Koronacki, J. (1997). A combined adaptive-mixtures/plug-in estimator of multivariate probability densities. Computational Statistics and Data Analysis, 26 , 199-218.

Examples

data(unicef)
Hnm(unicef)