File: lientz.R

package info (click to toggle)
r-cran-modeest 2.4.0-2
  • links: PTS, VCS
  • area: main
  • in suites: bookworm, forky, sid, trixie
  • size: 280 kB
  • sloc: makefile: 2
file content (257 lines) | stat: -rw-r--r-- 7,388 bytes parent folder | download
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
#' @title 
#' The empirical Lientz function and the Lientz mode estimator
#' 
#' @description 
#' The Lientz mode estimator is nothing but the value minimizing the empirical 
#' Lientz function. A 'plot' and a 'print' methods are provided. 
#' 
#' @references 
#' \itemize{
#'   \item Lientz B.P. (1969).
#'   On estimating points of local maxima and minima of density functions.
#'   \emph{Nonparametric Techniques in Statistical Inference (ed. M.L. Puri, Cambridge University Press}, p.275-282.
#'   
#'   \item Lientz B.P. (1970).
#'   Results on nonparametric modal intervals.
#'   \emph{SIAM J. Appl. Math.}, \bold{19}:356-366.
#'   
#'   \item Lientz B.P. (1972).
#'   Properties of modal intervals.
#'   \emph{SIAM J. Appl. Math.}, \bold{23}:1-5.
#' }
#' 
#' @details 
#' The Lientz function is the smallest non-negative quantity \eqn{S(x,\beta)}{S(x,b)}, 
#' where \eqn{\beta}{b} = \code{bw}, such that 
#' \deqn{F(x+S(x,\beta)) - F(x-S(x,\beta)) \geq \beta.}{F(x+S(x,b)) - F(x-S(x,b)) >= b.} 
#' Lientz (1970) provided a way to estimate \eqn{S(x,\beta)}{S(x,b)}; this estimate 
#' is what we call the empirical Lientz function. 
#' 
#' @note 
#' The user may call \code{mlv.lientz} through 
#' \code{mlv(x, method = "lientz", ...)}. 
#' 
#' @param x 
#' numeric (vector of observations) or an object of class \code{"lientz"}.
#' 
#' @param bw
#' numeric. The smoothing bandwidth to be used. 
#' Should belong to (0, 1). Parameter 'beta' in Lientz (1970) function.
#' 
#' @param abc
#' logical. If \code{FALSE} (the default), the Lientz empirical function 
#' is minimised using \code{\link[stats]{optim}}.
#' 
#' @param par
#' numeric. The initial value used in \code{\link[stats]{optim}}.
#' 
#' @param optim.method
#' character. If \code{abc = FALSE}, the method used in 
#' \code{\link[stats]{optim}}.
#' 
#' @param zoom
#' logical. If \code{TRUE}, one can zoom on the graph created.
#' 
#' @param digits
#' numeric. Number of digits to be printed.
#' 
#' @param ...
#' if \code{abc = FALSE}, further arguments to be passed to 
#' \code{\link[stats]{optim}}, or further arguments to be passed to 
#' \code{\link[graphics]{plot}}.
#' 
#' @return 
#' \code{lientz} returns an object of class \code{c("lientz", "function")}; 
#' this is a function with additional attributes:
#' \itemize{
#'   \item{x}{ the \code{x} argument}
#'   \item{bw}{ the \code{bw} argument }
#'   \item{call}{ the call which produced the result }
#' }
#' 
#' \code{mlv.lientz} returns a numeric value, the mode estimate. 
#' If \code{abc = TRUE}, the \code{x} value minimizing the Lientz empirical 
#' function is returned. Otherwise, the \code{\link[stats]{optim}} method is 
#' used to perform minimization, and the attributes: 'value', 'counts', 
#' 'convergence' and 'message', coming from the \code{\link[stats]{optim}} 
#' method, are added to the result.
#' 
#' @seealso 
#' \code{\link[modeest]{mlv}} for general mode estimation; 
#' \code{\link[modeest]{shorth}} for the shorth estimate of the mode
#' 
#' @export
#' @aliases Lientz
#' 
#' @examples 
#' # Unimodal distribution
#' x <- rbeta(1000,23,4)
#' 
#' ## True mode
#' betaMode(23, 4)
#' 
#' ## Lientz object
#' f <- lientz(x, 0.2)
#' print(f)
#' plot(f)
#' 
#' ## Estimate of the mode
#' mlv(f)              # optim(shorth(x), fn = f)
#' mlv(f, abc = TRUE)  # x[which.min(f(x))]
#' mlv(x, method = "lientz", bw = 0.2)
#' 
#' # Bimodal distribution
#' x <- c(rnorm(1000,5,1), rnorm(1500, 22, 3))
#' f <- lientz(x, 0.1)
#' plot(f)
#' 
lientz <-
function(x,
         bw = NULL)
{
  if (bw <= 0 || bw >= 1) {
    stop("argument 'bw' must belong to (0, 1)", call. = FALSE)
  }
  
  y <- sort(x)
  ny <- length(y)
  k <- ceiling(bw*ny) - 1
  
  if (k==0) {
    f <-
    function(z)
    {
      yy <- (y + c(y[-1],Inf))/2
      i <- sapply(z, FUN = function(zz) min(which(zz <= yy)))      
      return(abs(y[i] - z))    
    }
  
  } else if (k>0) {
    f <-
    function(z)
    {
      yy1 <- c(y[(k+1):ny],rep(Inf,k))   # k+1 lags
      yy2 <- c(y[(k+2):ny],rep(Inf,k+1))   # k+2 lags
      yy <- sort(c((y+yy1)/2,(y+yy2)/2))
      
      i <- sapply(z, FUN = function(zz) min(which(zz <= yy)))
      j <- i%%2
      yy <- y[j*k + (i+j)/2]
      return(ifelse(j==1, yy-z, z-yy))
    }
  }
  
  class(f) <- c("lientz", class(f))
  attr(f, "call") <- sys.call()
  attr(f, "x") <- x
  attr(f, "bw") <- bw
  attr(f, "source") <- NULL
  f
}


#' @importFrom graphics plot points legend locator
#' @export
#' @rdname lientz
#' 
plot.lientz <-
function(x,            # an object of class 'lientz'
         zoom = FALSE, # if TRUE, one can zoom on the graph created
         ...)
{
  if (!inherits(x, "lientz")) {
    stop("argument 'x' must inherit from class 'lientz'")
  }

  arg <- list(...)
  ylim <- arg$ylim
  main <- arg$main
  xlab <- arg$xlab
  ylab <- arg$ylab

  xx <- attr(x, "x")
  #bw <- attr(x, "bw") 
  
  inf <- min(xx)
  sup <- max(xx)
  z <- seq(inf, sup, (sup - inf)/1024)
  lz <- x(z)

  if (is.null(ylim)) ylim <- range(lz)    
  if (is.null(main)) main <- "Empirical Lientz's function"
  if (is.null(xlab)) xlab <- "x"
  if (is.null(ylab)) ylab <- "Sn(x)"
    
  graphics::plot(z, lz, main = main, xlab = xlab, ylab = ylab, ylim = ylim, ...)
  graphics::points(xx, rep(ylim[1],length(xx)), pch = "'", col = 4)
  graphics::legend("topleft",legend = c("Regular grid", "x"), col = c(1,4), pch = 19, bg = "white")
  
  if (zoom) {
    cat("you can zoom on the graph (press 'Esc' to escape)\n")  
    lc <- graphics::locator(2)
    while (!is.null(lc)) {
      xlim <- sort(c(lc$x[1], lc$x[2]))
      ylim <- sort(c(lc$y[1], lc$y[2]))
      plot.lientz(x, zoom = FALSE, main = main, xlab = xlab, ylab = ylab, xlim = xlim, ylim = ylim, ...)
      lc <- graphics::locator(2)
    }  
  }
  invisible(NULL)
}


#' @export
#' @rdname lientz
#' @method print lientz
#' 
print.lientz <-
function(x,             # an object of class 'lientz'
         digits = NULL,
         ...)
{
  if (!inherits(x, "lientz")) {
    stop("argument 'x' must inherit from class 'lientz'", 
         call. = FALSE)
  }
  bw <- attr(x, "bw")
  call <- attr(x, "call")
  #xx <- attr(x, "x")
  cat("Empirical Lientz function\n")
  cat("Call:",deparse(call),"\n")
  cat("bw =", format(bw, digits = digits), "\n")
}


#' @importFrom stats optim
#' @export
#' @rdname lientz
#' 
mlv.lientz <-
function(x,                       # sample (the data) or object of class 'lientz'
         bw = NULL,               # bandwidth
         abc = FALSE,            # if FALSE, 'optim' is used
         par = shorth(x),         # initial value used in 'optim'
         optim.method = "BFGS",   # method used in 'optim'
         ...)
{
  ## Initialization
  if (!inherits(x, "lientz")) {
    Sn <- lientz(x, bw)
  } else {
    Sn <- x
    x <- attr(Sn, "x")
  }
    
  if (!abc) {
    mini <- stats::optim(par, fn = Sn, method = optim.method, control=list(fnscale=1),...)
    M <- mini$par
    attr(M, "value") <- mini$value
    attr(M, "counts") <- mini$counts
    attr(M, "convergence") <- mini$convergence
    attr(M, "message") <- mini$message
  } else {
    Sn <- Sn(x)
    M <- mean(x[Sn == min(Sn)])
  }
  M
}