MaskJointDensity (version 1.0)

qkdeSorted: A slightly altered version of qkde from package ks

Description

Qkde complains if the output is not sorted. Theoretically it is impossible for this to happen, but in practise floating point error can allow this to occur. This function is a cheap work-around to this problem.

Usage

qkdeSorted(p, fhat)

Arguments

p

See qkde in package ks

fhat

See qkde in package ks

Value

See qkde in package ks

Details

See qkde in package ks

References

see package ks

Examples

# NOT RUN {
##---- Should be DIRECTLY executable !! ----
##-- ==>  Define data, use random,
##--	or do  help(data=index)  for the standard data sets.

## The function is currently defined as
function (p, fhat) 
{
    if (any(p > 1) | any(p < 0)) 
        stop("p must be <= 1 and >= 0")
    cumul.prob <- pkde(q = fhat$eval.points, fhat = fhat)
    ind <- findIntervalSorted(x = p, vec = cumul.prob)
    quant <- rep(0, length(ind))
    for (j in 1:length(ind)) {
        i <- ind[j]
        if (i == 0) 
            quant[j] <- fhat$eval.points[1]
        else if (i >= length(fhat$eval.points)) 
            quant[j] <- fhat$eval.points[length(fhat$eval.points)]
        else {
            quant1 <- fhat$eval.points[i]
            quant2 <- fhat$eval.points[i + 1]
            prob1 <- cumul.prob[i]
            prob2 <- cumul.prob[i + 1]
            alpha <- (p[j] - prob2)/(prob1 - prob2)
            quant[j] <- quant1 * alpha + quant2 * (1 - alpha)
        }
    }
    return(quant)
  }
# }