Hnm {ks} | R Documentation |
Normal mixture bandwidth
Description
Normal mixture bandwidth.
Usage
Hnm(x, deriv.order=0, G=1:9, subset.ind, mise.flag=FALSE, verbose, ...)
Hnm.diag(x, deriv.order=0, G=1:9, subset.ind, mise.flag=FALSE, verbose, ...)
hnm(x, deriv.order=0, G=1:9, subset.ind, mise.flag=FALSE, verbose, ... )
Arguments
x |
vector/matrix of data values |
deriv.order |
derivative order |
G |
range of number of mixture components |
subset.ind |
index vector of subset of |
mise.flag |
flag to use MISE or AMISE minimisation. Default is FALSE. |
verbose |
flag to print out progress information. Default is FALSE. |
... |
other parameters for |
Details
The normal mixture fit is provided by the Mclust
function in
the mclust package. Hnm
is then Hmise.mixt
(if
mise.flag=TRUE
) or Hamise.mixt
(if mise.flag=FALSE
) with
these fitted normal mixture parameters. Likewise for
Hnm.diag
, hnm
.
Value
Normal mixture bandwidth. If mise=TRUE
then the minimal MISE value is returned too.
References
Cwik, J. & Koronacki, J. (1997). A combined adaptive-mixtures/plug-in estimator of multivariate probability densities. Computational Statistics and Data Analysis, 26, 199-218.
See Also
Examples
data(unicef)
Hnm(unicef)