circ.boot.bw: Circular smoothing parameter for HDRs estimation
Description
This function provides the specific smoothing parameter for circular HDRs estimation proposed in Saavedra-Nieves and Crujeiras (2021).
Usage
circ.boot.bw(sample, bw = bw.CV(circular(sample),
upper=100), tau = 0.5, B = 50, upper = 1.5 * bw)
Value
A numeric value corresponding to the selected smoothing parameter.
Arguments
sample
Numeric vector of angles in radians.
bw
Pilot soothing parameter to be used. Following Oliveira et al. (2014), the value of the smoothing parameter can be chosen by using the functions bw.rt, bw.CV, bw.pi or bw.boot. Default bw=bw.CV providing a cross-validation bandwidth.
tau
Numeric probability. According to Saavedra-Nieves and Crujeiras (2021), 1-tau represents the probability coverage required for HDR. Default tau=0.5.
B
Integer value indicating the number of bootstrap resamples. Default B=50.
upper
Numerical upper value for bounding the optimization procedure. Default 1.5bw.
Author
Paula Saavedra-Nieves and Rosa M. Crujeiras.
Details
Saavedra-Nieves and Crujeiras (2021) propose a specific smoothing parameter for HDRs estimation based on the minimization of the Hausdorff distance between the boundaries of the theoretical HDR and the plug-in estimator.
References
Saavedra-Nieves, P. and Crujeiras, R. M. (2021). Nonparametric estimation of directional highest density regions. Advances in Data Analysis and Classification, 1-36.
# HDR selector from a sample of size 500 of model 5 in NPCirclibrary(NPCirc)
set.seed(1)
sample<- rcircmix(500, model=5)
circ.boot.bw(sample,tau=0.4,B=2)