NPsimex (version 0.2-1)

lambda.select: A rule of thumb lambda_1 selection in density estimation with SIMEX

Description

To compute the lambda_1 using the rule-of-thumb methods.

Usage

lambda.select(W,msigma, method="SJ", na.rm = FALSE, ...)

Arguments

W

The observed data. It is a vector of length at least 10.

msigma

The standard deviation $\sigma$ of measurement error. It is a single positive numeric value.

method

Specifies the bandwidth of 'W'. It can be a single numeric value which has been pre-determined; or computed with the specific density bandwidth selector: 'nrd0', 'nrd', 'ucv', 'bcv', 'SJ'.

na.rm

is set to FALSE by default: no NA value is allowed.

...

control

Value

Details

References

Wang, X.F., Sun, J. and Fan, Z. (2011). Deconvolution density estimation with heteroscedastic errors using SIMEX.

See Also

simex.density, simex.H.density.

Examples

N <- 1000
set.seed(123); X <- c(rnorm(N/2, mean=-2), rnorm(N/2,mean=2)); U <- rnorm(N,sd=1)
msigma <- 0.5
#msigma <- runif(N,min=0.3,max=0.5)
W <- X + msigma*U
lambda1 <- lambda.select(W, msigma=msigma)