modeest: Mode Estimation - Chernoff Distribution
Description
This package intends to provide estimators of the mode of univariate
unimodal (and sometimes multimodal) data and values of the modes of usual probability distributions.
It also includes computation of the density function, distribution function, and quantile
function of the Chernoff distribution, which is the limiting distribution of the
Chernoff mode estimator.
For a complete list of functions, use library(help = "modeest")
or help.start()
.Details
ll{
Package: modeest
Type: Package
Version: 1.03
Date: 2006-12-01
License: GPL version 2 or newer
}References
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%\item Minnotte M. C. (1997).
%Nonparametric testing of the existence of modes.
%\emph{Ann. Statist.}, \bold{25}(4):1646-1660.
%
%\item Futschik A. (1999).
%A new estimate of the mode based on the quantile density.
%\emph{Statistics and Probability Letters}, \bold{43}:145-152.
%
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%\item Ziegler K. (2003).
%On the asymptotic normality of kernel regression estimators of the mode in the nonparametric random design model.
%\emph{Journal of Statistical Planning and Inference}, \bold{115}:123-144.
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On a Fast, Robust Estimator of the Mode: Comparisons to Other Robust Estimators with Applications.Computational Statistics and Data Analysis,50(12):3500-3530.
See Also
mlv
for general mode estimation;
dchern
for the Chernoff distribution