AMLEmode {FitDynMix}

Approximating the mode of a multivariate empirical distribution

Description

This function approximates the mode of a multivariate empirical distribution by means of:

1. the sample mean

2. the product of the maxima of the univariate kernel densities estimated using the marginals

3. the maximum of the multivariate kernel density

4. the maximum of the product of the univariate kernel densities Typically used in connection with AMLEfit (see AMLEfit for examples).

Usage

AMLEmode(ABCsam)

Arguments

ABCsam

(m x k) matrix: ABC sample, where m is the ABC sample size and k is the number of parameters.

Details

The bandwidth is estimated via smoothed cross-validation

Value

A list containing the 4 approximate modes.