venter {modeest}R Documentation

Venter / Dalenius / LMS Mode Estimator

Description

This function computes Venter mode estimator, also called Dalenius, or LMS (Least Median Square) mode estimator.

Usage

venter(x, 
       bw = NULL, 
       k, 
       iter = 1, 
       type = 1, 
       tie.action = "mean", 
       tie.limit = 0.05)
shorth(x, 
       ...)

Arguments

x numeric. Vector of observations.
bw numeric. The bandwidth to be used. Should belong to (0, 1]. See 'Details'.
k numeric. See 'Details'.
iter numeric. Number of iterations.
type numeric or character. The type of Venter estimate to be computed. See 'Details'.
tie.action character. The action to take if a tie is encountered.
tie.limit numeric. A limit deciding whether or not a warning is given when a tie is encountered.
... Further arguments.

Details

The modal interval, i.e. the shortest interval among intervals containing k+1 observations, is first computed. The user should either give the bandwidth bw or the argument k, k being taken equal to ceiling(bw*ny) - 1 if missing.
If type = 1, the midpoint of the modal interval is returned. If type = 2, the floor((k+1)/2)th element of the modal interval is returned. If type = 3 or type = "dalenius", the median of the modal interval is returned. If type = 4 or type = "shorth", the mean of the modal interval is returned. If type = 5 or type = "ekblom", Ekblom's L_{-infinity} estimate is returned, see Ekblom (1972). If type = 6 or type = "hsm", the half sample mode (hsm) is computed, see hsm.

Value

A numeric value is returned, the mode estimate.

Note

The user should preferentially call venter through mlv(x, method = "venter", ...). This returns an object of class mlv.

Author(s)

Paul Poncet paulponcet@yahoo.fr

References

See Also

mlv for general mode estimation, hsm for the half sample mode

Examples

library(evd)
# Unimodal distribution
x <- rgev(1000, loc = 23, scale = 1.5, shape = 0)
## True mode
gevMode(loc = 23, scale = 1.5, shape = 0)
## Estimate of the mode
venter(x, bw = 1/3)
M <- mlv(x, method = "venter", bw = 1/3)
print(M)
plot(M, xlim = c(20, 30))

[Package modeest version 1.06 Index]