degrossData {degross} R Documentation

## Creates a degrossData.object from the observed tabulated frequencies and central moments.

### Description

Creates a degrossData.object from the observed tabulated frequencies and central moments.

### Usage

degrossData(Big.bins, freq.j, m.j, I=300, K=25)


### Arguments

 Big.bins Vector of length J+1 with the limits of the J big bins containing the data used to produce the tabulated statistics. freq.j The number of data observed within each big bin. m.j A matrix of dim J by 4 giving the first 4 sample central moments within each of the J big bins. I The number of small bins used for quadrature during the normalization of the density during its estimation. Default: 300. K The desired number of B-splines in the basis used for density estimation. Default= 25.

### Value

A degrossData.object, i.e. a list containing:

• small.bins : ⁠ ⁠a vector of length I+1 with the small bin limits.

• ui : ⁠ ⁠the I midpoints of the small bins.

• delta : ⁠ ⁠width of the small bins.

• I : ⁠ ⁠the number of small bins.

• B.i : ⁠ ⁠a matrix of dim I by K with the B-spline basis evaluated at the small bin midpoints.

• K : ⁠ ⁠number of B-splines in the basis.

• knots : ⁠ ⁠equidistant knots supporting the B-splines basis.

• Big.bins : ⁠ ⁠vector of length J+1 with the limits of the J big bins containing the data used to produce the tabulated statistics.

• freq.j : ⁠ ⁠the number of data observed within each big bin.

• m.j : ⁠ ⁠a matrix of dim J by 4 giving the first 4 sample central moments within each big bin.

• J : ⁠ ⁠the number of big bins.

• small.to.big : ⁠ ⁠a vector of length I indicating to what big bin each element of ui belongs.

### Author(s)

Philippe Lambert p.lambert@uliege.be

### References

Lambert, P. (2021) Moment-based density and risk estimation from grouped summary statistics. arXiv:2107.03883.

print.degrossData, degross.
sim = simDegrossData(n=3500, plotting=TRUE)
obj.data = degrossData(Big.bins=sim$Big.bins, freq.j=sim$freq.j, m.j=sim\$m.j)