fBasics (version 4032.96)

ssdFit: Fit density using smoothing splines

Description

Estimates the parameters of a density function using smoothing splines.

Usage

ssdFit(x)

Value

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

Arguments

x

a numeric vector.

Author

Diethelm Wuertz, Chong Gu for the underlying gss package.

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)