modeHuntingBlock {modehunt} | R Documentation |
Multiscale analysis of a density via block procedure
Description
Simultanous confidence statements for the existence and location of local increases and decreases of a density f, computed via the block procedure.
Usage
modeHuntingBlock(X.raw, lower = -Inf, upper = Inf, d0 = 2,
m0 = 10, fm = 2, crit.vals, min.int = FALSE)
Arguments
X.raw |
Vector of observations. |
lower |
Lower support point of |
upper |
Upper support point of |
d0 |
Initial parameter for the grid resolution. |
m0 |
Initial parameter for the number of observations in one block. |
fm |
Factor by which |
crit.vals |
2-dimensional vector giving the critical values for the desired level. |
min.int |
If |
Details
See blocks
for details how \mathcal{I}_{app}
is generated and modeHunting
for
a proper introduction to the notation used here.
The function modeHuntingBlock
uses the test statistic T^+_n({\bf X}, \mathcal{B}_r)
,
where \mathcal{B}_r
contains all intervals of Block r
, r=1,\ldots,\#blocks
.
Critical values for each block individually are received via finding an \tilde \alpha
such that
P(B_n({\bf{X}}) > q_{r,\tilde \alpha / (r+tail)^\gamma} \ for \ at \ least \ one \ r) \le \alpha,
where q_{r,\alpha}
is the (1-\alpha)
–quantile of the distribution of T^+_n({\bf X}, \mathcal{B}_r).
We then define the sets \mathcal{D}^\pm(\alpha)
as
\mathcal{D}^\pm(\alpha) := \Bigl\{\mathcal{I}_{jk} \ : \ \pm T_{jk}({\bf{X}}) > q_{r,\tilde \alpha / (r+tail)^\gamma} \, , \ r = 1,\ldots \#blocks\Bigr\}.
Note that \gamma
and tail
are automatically determined by crit.vals
.
If min.int = TRUE
, the set \mathcal{D}^\pm(\alpha)
is replaced by the set {\bf{D}}^\pm(\alpha)
of its minimal elements. An interval J \in \mathcal{D}^\pm(\alpha)
is called minimal if
\mathcal{D}^\pm(\alpha)
contains no proper subset of J
. This minimization post-processing
step typically massively reduces the number of intervals. If we are mainly interested in locating the ranges
of increases and decreases of f
as precisely as possible, the intervals in
\mathcal{D}^\pm(\alpha) \setminus \bf{D}^\pm(\alpha)
do not contain relevant information.
Value
Dp |
The set |
Dm |
The set |
Note
Critical values for some combinations of n
and \alpha
are provided in the
data sets cvModeBlock
. Critical values for other
values of n
and \alpha
can be generated using criticalValuesApprox
.
Author(s)
Kaspar Rufibach, kaspar.rufibach@gmail.com,
http://www.kasparrufibach.ch
Guenther Walther, gwalther@stanford.edu,
www-stat.stanford.edu/~gwalther
References
Duembgen, L. and Walther, G. (2008). Multiscale Inference about a density. Ann. Statist., 36, 1758–1785.
Rufibach, K. and Walther, G. (2010). A general criterion for multiscale inference. J. Comput. Graph. Statist., 19, 175–190.
See Also
modeHunting
, modeHuntingApprox
, and cvModeBlock
.
Examples
## for examples type
help("mode hunting")
## and check the examples there