akj {quantreg} | R Documentation |
univariate adaptive kernel density estimation a la Silverman. As used by Portnoy and Koenker (1989)
akj(x, z, p, h, alpha, kappa, iker1, iker2)
x |
points used for centers of kernel assumed to be sorted |
z |
points at which density is calculated; default to seq( min(x), max(x), 2*length(x) ) |
p |
vector of probabilities associated with x's; default to 1/len(x) for each x. |
h |
initial window size (overall); default to Silverman's normal reference |
alpha |
a sensitivity parameter that determines the sensitivity of the local bandwidth to variations in the pilot density; default to .5 |
kappa |
constant determining initial (default) window width |
iker1 |
kernel indicator, 0 for normal kernel (default) while 1 for cauchy kernel |
iker2 |
xxx |
a R structure is returned
dens |
the vector of estimated density |
psi |
a vector of psi=-f'/f function |
score |
a vector of score (f'/f)^2-f''/f function |
h |
same as the input argument h |
Portnoy, S and R Koenker, (1989) Adaptive L Estimation of Linear Models, Annals, 17, 362-81. Silverman, B. (1986) Density Estimation, pp100-104.