R: Vieu's Mode Estimator

vieu {modeest} | R Documentation

## 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"`, `"triangular"`, `"uniform"`. See `density.default` for more details on some of these kernels.
`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.

### Note

The user should preferentially call `vieu` through `mlv(x, method = "vieu", ...)`. This returns an object of class `mlv`.

Presently, `vieu` is quite slow.

### Author(s)

P. Poncet

### 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)

[Package modeest version 2.1 Index]