| venter {modeest} | R Documentation |
This function computes the Venter mode estimator, also called the Dalenius, or LMS (Least Median Square) mode estimator.
venter(x,
bw = NULL,
k,
iter = 1,
type = 1,
tie.action = "mean",
tie.limit = 0.05)
shorth(x,
...)
x |
numeric. Vector of observations. |
bw |
numeric. The bandwidth to be used. Should belong to (0, 1]. See 'Details'. |
k |
numeric. See 'Details'. |
iter |
numeric. Number of iterations. |
type |
numeric or character. The type of Venter estimate to be computed. See 'Details'. |
tie.action |
character. The action to take if a tie is encountered. |
tie.limit |
numeric. A limit deciding whether or not a warning is given when a tie is encountered. |
... |
Further arguments. |
The modal interval, i.e. the shortest interval among intervals containing k+1 observations, is first computed.
The user should either give the bandwidth bw or the argument k,
k being taken equal to ceiling(bw*n) - 1 if missing.
If type = 1, the midpoint of the modal interval is returned.
If type = 2, the floor((k+1)/2)th element of the modal interval is returned.
If type = 3 or type = "dalenius", the median of the modal interval is returned.
If type = 4 or type = "shorth", the mean of the modal interval is returned.
If type = 5 or type = "ekblom", Ekblom's L_{-infinity} estimate is returned, see Ekblom (1972).
If type = 6 or type = "hsm", the half sample mode (hsm) is computed, see hsm.
A numeric value is returned, the mode estimate.
The user should preferentially call venter through
mlv(x, method = "venter", ...).
This returns an object of class mlv.
P. Poncet
Dalenius T. (1965). The Mode - A Negleted Statistical Parameter. J. Royal Statist. Soc. A, 128:110-117.
Venter J.H. (1967). On estimation of the mode. Ann. Math. Statist., 38(5):1446-1455.
Ekblom H. (1972). A Monte Carlo investigation of mode estimators in small samples. Applied Statistics, 21:177-184.
Leclerc J. (1997). Comportement limite fort de deux estimateurs du mode : le shorth et l'estimateur naif. C. R. Acad. Sci. Paris, Serie I, 325(11):1207-1210.
mlv for general mode estimation, hsm for the half sample mode
library(evd) # Unimodal distribution x <- rgev(1000, loc = 23, scale = 1.5, shape = 0) ## True mode gevMode(loc = 23, scale = 1.5, shape = 0) ## Estimate of the mode venter(x, bw = 1/3) M <- mlv(x, method = "venter", bw = 1/3) print(M) plot(M, xlim = c(20, 30))