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NPsimex (version 0.2-1)

Nonparametric Smoothing for contaminated data using Simulation-Extrapolation

Description

This package contains a collection of functions to to perform nonparametric deconvolution using simulation extrapolation (SIMEX). We propose an estimator that adopts the SIMEX idea but bypasses the simulation step in the original SIMEX algorithm. There is no bandwidth parameter and the estimate is determined by appropriately selecting "design points". See details in: Wang, X.F., Sun, J. and Fan, Z. (2011). Deconvolution density estimation with heteroscedastic errors using SIMEX.

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Version

Install

install.packages('NPsimex')

Monthly Downloads

3

Version

0.2-1

License

GPL (>= 3)

Maintainer

Xiao-Feng Wang

Last Published

November 4th, 2011

Functions in NPsimex (0.2-1)

span.select

A method to select the span of the sequence of lambda's for the case of homoscedastic error
simex.H.density

Estimating probability density function from data with heteroscedastic measurement error using SIMEX
simex.density

Estimating probability density function from data with homoscedastic measurement error using SIMEX
print.NPsimex

Print a NPsimex Object
plot.NPsimex

Plot a NPsimex Object
span.H.select

A method to select the span of the sequence of lambda's for the case of heteroscedastic error
lambda.select

A rule of thumb lambda_1 selection in density estimation with SIMEX