CWavDE {wavethresh}R Documentation

Simple wavelet density estimator with hard thresholding

Description

This function implements the density estimator with hard thresholding described by Hall, P. and Patil, P. (1995) Formulae for mean integrated squared error of nonlinear wavelet-based density estimators, Ann. Statist., 23, 905-928.

Usage

CWavDE(x, Jmax, threshold=0, nout=100, primary.resolution=1, filter.number=10,
	family="DaubLeAsymm", verbose=0, SF=NULL, WV=NULL)

Arguments

x Vector of real numbers. This is the data for which you want a density estimate for
Jmax The maximum resolution of wavelets
threshold The hard threshold value for the wavelet coefficients
nout The number of ordinates in the density estimate
primary.resolution The usual wavelet density estimator primary resolution
filter.number The wavelet filter number, see filter.select
family The wavelet family, see filter.select
verbose The level of reporting performed by the function, legit values are 0, 1 or 2, with 2 being more reports
SF Scaling function values in format as returned by draw.default
WV Wavelet function values in format as returned by draw.default

Details

As the description.

Value

A list containing the following components:
x A vector of length nout that covers the range of the input data x, plus some more depending on the support of the wavelet and the primary resolution.
y A vector of length nout that contains the output wavelet density estimate
sfix The integer values of the translates of the scaling functions used in the estimate
wvixmin As for sfix, but a vector of length Jmax which contains the minimum integer wavelet translates
wvixmax As for wvixmin, but with the maxima

Author(s)

G P Nason

Examples

#
# Let's generate a bi-modal artificial set of data.
#
x <- c( rnorm(100), rnorm(100, 10))
#
# Now perform simple wavelet density estimate
#
wde <- CWavDE(x, Jmax=10, threshold=1)
#
# Plot results
#
## Not run: plot(wde$x, wde$y, type="l")

[Package wavethresh version 4.5 Index]