Usage
pmden(x, DISCR=FALSE,verbose = FALSE, bandwidth=-1, extrema.nr = -1, accuracy = mad(x)/1000, extrema.mean = TRUE,maxkuipnr=19,asympbounds=FALSE, tolerance = 1e-08,localsq=TRUE,locsq.factor=0.9)
Arguments
DISCR
logical, if T a discrete density is fitted
verbose
logical, if T progress (for each iteration) is illustrated grahically
bandwidth
if set to a positive value the specified bandwidth is
used instead of the automatic criterion based on generalized Kuiper metrics.
extrema.nr
if set to a positive integer an approximation with
the specified number of local extreme values is calculated
accuracy
Precision of the data. Handling of identical observations
depends on this parameter.
extrema.mean
logical, if T the value at the local extrema is changed to the mean frequency of observations on that interval
maxkuipnr
The order of the highest generalized Kuiper metric used for the
automatic choice of the bandwidth
asympbounds
If set to T asymptotic bounds derived from a Brwonian Bridge are used
for the Kuiper criterion. Otherwise simulated bounds for various sample sizes are interpolated
for the size of the data x
tolerance
Accuracy used for the determination of the bandwidth
when extrema.nr is greater than 0.
localsq
If set to TRUE (default) performs, if necessary, additional
local squeezing after the Kuiper metrics are small enough
locsq.factor
The amount of decrement applied to the bandwidthes if
local squeezing is carried out.