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modehunt (version 1.0.7)

Multiscale Analysis for Density Functions

Description

Given independent and identically distributed observations X(1), ..., X(n) from a density f, provides five methods to perform a multiscale analysis about f as well as the necessary critical values. The first method, introduced in Duembgen and Walther (2008), provides simultaneous confidence statements for the existence and location of local increases (or decreases) of f, based on all intervals I(all) spanned by any two observations X(j), X(k). The second method approximates the latter approach by using only a subset of I(all) and is therefore computationally much more efficient, but asymptotically equivalent. Omitting the additive correction term Gamma in either method offers another two approaches which are more powerful on small scales and less powerful on large scales, however, not asymptotically minimax optimal anymore. Finally, the block procedure is a compromise between adding Gamma or not, having intermediate power properties. The latter is again asymptotically equivalent to the first and was introduced in Rufibach and Walther (2010).

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Install

install.packages('modehunt')

Monthly Downloads

178

Version

1.0.7

License

GPL (>= 2)

Maintainer

Last Published

July 3rd, 2015

Functions in modehunt (1.0.7)

cvModeApprox

Critical values for test statistic based on the approximating set of intervals
criticalValuesAll

Compute critical values based on the set of all intervals
cvModeAll

Critical values for test statistic based on all intervals
modeHunting

Multiscale analysis of a density on all possible intervals
blocks

Computes number of observations for each block
lin

Perturbed Uniform Distribution
modeHuntingBlock

Multiscale analysis of a density via block procedure
modeHuntingApprox

Multiscale analysis of a density on the approximating set of intervals
criticalValuesApprox

Compute critical values for (1) the original test statistic with or without additive correction, based on the aprroximating set of intervals and (2) for the block procedure
minimalIntervals

Compute set of minimal intervals
cvModeBlock

Critical values for test statistic based on the block procedure
myRound

Round 5 up to the next higher integer
preProcessX

Prepare data vector according to available information on support endpoints of f
modehunt-package

Multiscale Analysis for Density Functions