fBasics (version 3011.87)

ssdFit: Fit Density Using Smoothing Splines

Description

Estimates the parameters of a density function using smoothing splines.

Usage

ssdFit(x)

Arguments

x

a numeric vector.

Value

The function ssdFit, hypFit returns an object of class ssden. The returned object can be used to evaluate density, probabilities and quantiles.

References

Gu, C. (2002), Smoothing Spline ANOVA Models, New York Springer--Verlag.

Gu, C. and Wang, J. (2003), Penalized likelihood density estimation: Direct cross-validation and scalable approximation, Statistica Sinica, 13, 811--826.

Examples

## ssdFit -
   set.seed(1953)
   r = rnorm(500)
   hist(r, breaks = "FD", probability = TRUE,
     col = "steelblue", border = "white")
 
## ssdFit - 
   param = ssdFit(r)
   
## dssd -  
   u = seq(min(r), max(r), len = 301)
   v = dssd(u, param)
   lines(u, v, col = "orange", lwd = 2)