modeest (version 2.0)

vieu: Vieu's Mode Estimator

Description

Vieu's mode estimator is the value at which the kernel density derivative estimate is null.

Usage

vieu(x, 
       bw = NULL, 
       kernel = "gaussian", 
       abc = FALSE, 
       ...)

Arguments

x

numeric. Vector of observations.

bw

numeric. The smoothing bandwidth to be used.

kernel

character. The kernel to be used. Available kernels are "biweight", "cosine", "eddy", "epanechnikov", "gaussian", "optcosine", "rectangular", "tri

abc

logical. If FALSE (the default), the root of the density derivate estimate is searched with uniroot.

...

if abc = FALSE, further arguments to be passed to uniroot.

Value

• vieu returns a numeric value, the mode estimate. If abc = TRUE, the x value at which the density derivative estimate is null is returned. Otherwise, the uniroot method is used.

References

• Vieu P. (1996). A note on density mode estimation.Statistics & Probability Letters,26:297--307.

See Also

mlv, parzen

Examples

# Unimodal distribution
x <- rlnorm(10000, meanlog = 3.4, sdlog = 0.2)

## True mode
lnormMode(meanlog = 3.4, sdlog = 0.2)

## Estimate of the mode
M <- mlv(x, method = "vieu", kernel = "gaussian")
print(M)
plot(M)