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 |

`freq.j` |
The number of data observed within each big bin. |

`m.j` |
A matrix of dim |

`I` |
The number of small bins used for quadrature during the normalization of the density during its estimation. Default: |

`K` |
The desired number of B-splines in the basis used for density estimation. Default= |

### 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.

### See Also

### Examples

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

*degross*version 0.9.0 Index]