smdenreg {ftnonpar} | R Documentation |
Applies the smooth taut string method to one-dimensional data.
smdenreg(x, verbose = FALSE, bandwidth=-1, maxkuipnr=19,asympbounds=FALSE, squeezing.factor=0.9, firstlambda=10,smqeps=1/length(x),fsign=double(0),gensign=TRUE,...)
x |
observed values |
verbose |
logical, if T progress (for each iteration) is illustrated grahically |
bandwidth |
if set to a positive value the specified bandwidth is used instead of the automatic criterion based on generalized Kuiper metrics. |
maxkuipnr |
The order of the highest generalized Kuiper metric used for the automatic choice of the bandwidth |
asympbounds |
If set to T asymptotic bounds derived from a Brownian Bridge are used for the Kuiper criterion. Otherwise simulated bounds for various sample sizes are interpolated for the size of the data x |
squeezing.factor |
The amount of decrement applied to the bandwidthes |
firstlambda |
Initial value of lambda's for global squeezing. |
smqeps |
Distance between the (equally-spaced) time points. |
fsign |
Monotonicity constraints, vector of size n-1 of -1,0 and 1's. If fsign[i]==1, then fhat[i+1]>= fhat[i]. If fsign[i]==-1, then fhat[i+1]<=f[i]. Otherwise no constraint at this position. |
gensign |
If TRUE the taut string method is used to automatically produce suitable monotonicity constraints. |
... |
Passed to the plot command if verbose=T. |
x |
The sorted data |
y |
values of the density approximation between the observations |
nmax |
Number of local extreme values |
trans |
taut string at the observations, should look like uniform noise |
Arne Kovac A.Kovac@bristol.ac.uk
Kovac, A. (2006) Smooth functions and local extreme values. Technical Report
y <- rclaw(500) hist(y,col="lightgrey",40,freq=FALSE) lines(smdenreg(y),col="red")