depthDensity {DepthProc} | R Documentation |
Experimental function used to fit depth weighted density estimator.
depthDensity(x, y, nx = 5, ny = 32, xg = NULL, yg = NULL, ...)
x |
numeric vector |
y |
numeric vector |
nx |
the number of equally spaced points at which the density is to be estimated in x-dimension. |
ny |
the number of equally spaced points at which the density is to be estimated in x-dimension. |
xg |
vector of point at which the density is to be estimated. |
yg |
vector of point at which the density is to be estimated. |
... |
arguments passed to depthLocal. |
Kosiorowski D. and Zawadzki Z. (2014) Notes on optimality of predictive distribution pseudo-estimators in the CHARME models and automatic trading strategies, FindEcon2014, submitted
## Not run: # .sampleData is special function for creating # data for testing conditional denisty estimators data <- DepthProc:::.sampleData(1:5, 100) x <- data[, 1] y <- data[, 2] plot(x, y) dep <- depthDensity(x, y) plot(dep, type = "raw") plot(dep, type = "depth") ## End(Not run)