simDegrossData {degross} | R Documentation |
Simulation of grouped data and their sample moments to illustrate the degross density estimation procedure
Description
Simulation of grouped data and their sample moments to illustrate the degross density estimation procedure
Usage
simDegrossData(n, plotting=TRUE, choice=2, J=3)
Arguments
n |
Desired sample size |
plotting |
Logical indicating whether the histogram of the simulated data should be plotted. Default: FALSE |
choice |
Integer in 1:3 indicating from which mixture of distributions to generate the data |
J |
Number of big bins |
Value
A list containing tabulated frequencies and central moments of degrees 1 to 4 for data generated using a mixture density. This list contains :
n
:
total sample size.J
:
number of big bins.Big.bins
:
vector of lengthJ+1
with the big bin limits.freq.j
:
vector of lengthJ
with the observed big bin frequencies.m.j
:
J
by4
matrix with on each row the observed first four sample central moments within a given big bin.true.density
:
density of the raw data generating mechanism (to be estimated from the observed grouped data).true.cdf
:
cdf of the raw data generating mechanism (to be estimated from the observed grouped data).
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
## Generate data
sim = simDegrossData(n=3500, plotting=TRUE, choice=2, J=3)
print(sim$true.density) ## Display density of the data generating mechanism
# Create a degrossData object
obj.data = with(sim, degrossData(Big.bins=Big.bins, freq.j=freq.j, m.j=m.j))
print(obj.data)