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% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/grenander.R
\name{grenander}
\alias{grenander}
\alias{Grenander}
\title{The Grenander mode estimator}
\usage{
grenander(x, bw = NULL, k, p, ...)
}
\arguments{
\item{x}{numeric. Vector of observations.}
\item{bw}{numeric. The bandwidth to be used. Should belong to (0, 1].}
\item{k}{numeric. Paramater 'k' in Grenander's mode estimate, see below.}
\item{p}{numeric. Paramater 'p' in Grenander's mode estimate, see below.
If \code{p = Inf}, the function \code{\link[modeest]{venter}} is used.}
\item{...}{Additional arguments to be passed to \code{\link[modeest]{venter}}.}
}
\value{
A numeric value is returned, the mode estimate.
If \code{p = Inf}, the \code{\link[modeest]{venter}} mode estimator is returned.
}
\description{
This function computes the Grenander mode estimator.
}
\details{
The Grenander estimate is defined by
\deqn{ \frac{ \sum_{j=1}^{n-k} \frac{(x_{j+k} + x_{j})}{2(x_{j+k} - x_{j})^p} }
{ \sum_{j=1}^{n-k} \frac{1}{(x_{j+k} - x_{j})^p} } }{ ( sum_{j=1}^{n-k} (x_{j+k} + x_{j})/(2(x_{j+k} - x_{j})^p) ) / ( sum_{j=1}^{n-k} 1/((x_{j+k} - x_{j})^p) ) }
If \eqn{p}{p} tends to infinity, this estimate tends to the Venter mode estimate;
this justifies to call \code{\link[modeest]{venter}} if \code{p = Inf}.
The user should either give the bandwidth \code{bw} or the argument \code{k},
\code{k} being taken equal to \code{ceiling(bw*n) - 1} if missing.
}
\note{
The user may call \code{grenander} through
\code{mlv(x, method = "grenander", bw, k, p, ...)}.
}
\examples{
# Unimodal distribution
x <- rnorm(1000, mean = 23, sd = 0.5)
## True mode
normMode(mean = 23, sd = 0.5) # (!)
## Parameter 'k'
k <- 5
## Many values of parameter 'p'
ps <- seq(0.1, 4, 0.01)
## Estimate of the mode with these parameters
M <- sapply(ps, function(p) grenander(x, p = p, k = k))
## Distribution obtained
plot(density(M), xlim = c(22.5, 23.5))
}
\references{
\itemize{
\item Grenander U. (1965).
Some direct estimates of the mode.
\emph{Ann. Math. Statist.}, \bold{36}:131-138.
\item Dalenius T. (1965).
The Mode - A Negleted Statistical Parameter.
\emph{J. Royal Statist. Soc. A}, \emph{128}:110-117.
\item Adriano K.N., Gentle J.E. and Sposito V.A. (1977).
On the asymptotic bias of Grenander's mode estimator.
\emph{Commun. Statist.-Theor. Meth. A}, \bold{6}:773-776.
\item Hall P. (1982).
Asymptotic Theory of Grenander's Mode Estimator.
\emph{Z. Wahrsch. Verw. Gebiete}, \bold{60}:315-334.
}
}
\seealso{
\code{\link[modeest]{mlv}} for general mode estimation;
\code{\link[modeest]{venter}} for the Venter mode estimate.
}
\author{
D.R. Bickel for the original code,
P. Poncet for the slight modifications introduced.
}
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