npnorm function

Class `npnorm'

Class `npnorm'

Class npnorm can be used to store data that will be processed as those of a nonparametric normal mixture. There are several functions associated with the class.

npnorm(v, w=1)
rnpnorm(n, mix=disc(0), sd=1)
## S3 method for class 'npnorm'
plot(x, mix, beta, breaks=NULL, col="red", len=100,
    add=FALSE, border.col=NULL, border.lwd=1,
    fill="lightgrey", main, lwd=2, lty=1, xlab="Data",
    ylab="Density", components=c("proportions","curves","null"),
    lty.components=2, lwd.components=2, ...)

Arguments

  • v: a numeric vector that stores the values of a sample.
  • w: a numeric vector that stores the corresponding weights/frequencies of the observations.
  • n: the sample size.
  • mix: an object of class disc, for a discrete distribution.
  • beta: the structural parameter.
  • sd: a scalar for the component standard deviation that is common to all components.
  • x: an object of class npnorm.
  • breaks: the rough number bins used for plotting the histogram.
  • col: the color of the density curve to be plotted.
  • len: the number of points roughly used to plot the density curve over the interval of length 8 times the component standard deviation around each component mean.
  • add: if FALSE, creates a new plot; if TRUE, adds the plot to the existing one.
  • border.col: color for the border of histogram boxes.
  • border.lwd: line width for the border of histogram boxes.
  • fill: color to fill in the histogram boxes.
  • components: if proportions (default), also show the support points and mixing proportions; if curves, also show the component density curves; if null, components are not shown.
  • lty.components, lwd.components: line type and width for the component curves.
  • main, lwd, lty, xlab, ylab: arguments for graphical parameters (see par).
  • ...: arguments passed on to function plot.

Details

Function npnorm creates an object of class npnorm, given values and weights/frequencies.

Function rnpnorm generates a random sample from a normal mixture and saves the data as an object of class npnorm.

Function plot.npnorm plots the normal mixture.

When components="proportions", the component means are shown on the horizontal line of density 0. The vertical lines going upwardly at the support points are proportional to the mixing proportions at these points.

Examples

mix = disc(pt=c(0,4), pr=c(0.3,0.7))  # a discrete distribution
x = rnpnorm(200, mix, sd=1)
plot(x, mix, beta=1)

References

Wang, Y. (2007). On fast computation of the non-parametric maximum likelihood estimate of a mixing distribution. Journal of the Royal Statistical Society, Ser. B, 69 , 185-198.

See Also

nnls, cnm, cnmms, plot.nspmix.

Author(s)

Yong Wang yongwang@auckland.ac.nz

nspmix packageRead PDF manual