vieu function

Vieu's mode estimator

Vieu's mode estimator

Vieu's mode estimator is the value at which the kernel density derivative estimate is null.

vieu(x, bw = NULL, kernel = "gaussian", abc = FALSE, ...)

Arguments

  • x: numeric. Vector of observations.
  • bw: numeric. The smoothing bandwidth to be used.
  • kernel: character. The kernel to be used. Available kernels are "biweight", "cosine", "eddy", "epanechnikov", "gaussian", "optcosine", "rectangular", "triangular", "uniform". See density for more details on some of these kernels.
  • abc: logical. If FALSE (the default), the root of the density derivate estimate is searched with uniroot.
  • ...: If abc = FALSE, further arguments to be passed to uniroot.

Returns

vieu returns a numeric value, the mode estimate. If abc = TRUE, the x value at which the density derivative estimate is null is returned. Otherwise, the uniroot method is used.

Note

The user may call vieu through mlv(x, method = "vieu", ...).

Presently, vieu is quite slow.

Examples

# Unimodal distribution x <- rlnorm(10000, meanlog = 3.4, sdlog = 0.2) ## True mode lnormMode(meanlog = 3.4, sdlog = 0.2) ## Estimate of the mode mlv(x, method = "vieu", kernel = "gaussian")

References

  • Vieu P. (1996). A note on density mode estimation. Statistics & Probability Letters, 26 :297--307.

See Also

mlv, parzen.

  • Maintainer: Paul Poncet
  • License: GPL-3
  • Last published: 2019-11-18