hrm {modeest}R Documentation

Half-range Mode

Description

This function computes Bickel's half range mode estimator described in Bickel (2002).

Usage

hrm(x, 
    bw = NULL, 
    ...)

Arguments

x numeric. Vector of observations
bw numeric. The bandwidth to be used. Should belong to (0, 1]. This gives the fraction of the observations to consider at each step of the iterative algorithm.
... further arguments.

Details

The mode estimator is computed by iteratively identifying densest half ranges. A densest half range is an interval whose width equals half the current range, and which contains the maximal number of observations. The subset of observations falling in the selected densest half range is then used to compute a new range, and the procedure is iterated.

Value

A numeric value is returned, the mode estimate.

Note

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

Author(s)

The C and R code are due to Richard Bourgon bourgon@stat.berkeley.edu, see package genefilter. The algorithm is described in Bickel (2002).

References

See Also

mlv for general mode estimation; hsm for the half sample mode; venter for the Venter mode estimate

Examples

# Unimodal distribution
x <- rgamma(1000, shape = 31.9)
## True mode
gammaMode(shape = 31.9)
## Estimate of the mode
hrm(x, bw = 0.4)
M <- mlv(x, method = "hrm", bw = 0.4)
print(M)
plot(M)

[Package modeest version 1.06 Index]