expectreg (version 0.26)

bundle.density: Calculation of the conditional density based on expectile curves

Description

Based on the results of an expectile bundle model a smooth conditional denisty underlying the data is estimated.

Usage

bundle.density(bundle)

Arguments

bundle

A bundle object is the output of the function expectile.bundle.

Value

• [object Object],[object Object],[object Object] A histogram of random as well as the estimated density is also produced.

Details

Expectile curves can describe very well the spread and location of a scatterplot. With a set of curves they give good impression about the nature of the data. This information can be used to estimate the conditional density from the expectile curves. The results of the bundle model are especially suited in this case as only one density will be estimated which can then be modulated to over the independent variable x. The density estimation can be formulated as penalized least squares problem that results in a smooth non-negative density.

References

Schnabel SK and Eilers PHC (2010) A location scale model for non-crossing expectile curves (working paper)

Examples

data(dutchboys)
expbund <- expectile.bundle(dutchboys[,3] ~ base(dutchboys[,2],"pspline"),smooth="fixed")
bundle.density(expbund)