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% Generated by roxygen2: do not edit by hand
% Please edit documentation in R/hsm.R
\name{hsm}
\alias{hsm}
\alias{HSM}
\title{Half sample mode estimator}
\usage{
hsm(x, bw = NULL, k, tie.action = "mean", tie.limit = 0.05, ...)
}
\arguments{
\item{x}{numeric. Vector of observations.}
\item{bw}{numeric or function.
The bandwidth to be used. Should belong to (0, 1].}
\item{k}{numeric. See 'Details'.}
\item{tie.action}{character. The action to take if a tie is encountered.}
\item{tie.limit}{numeric. A limit deciding whether or not a warning
is given when a tie is encountered.}
\item{...}{Additional arguments.}
}
\value{
A numeric value is returned, the mode estimate.
}
\description{
This function computes the Robertson-Cryer mode estimator
described in Robertson and Cryer (1974),
also called half sample mode (if \code{bw = 1/2})
or fraction sample mode (for some other \code{bw}) by Bickel (2006).
}
\details{
The modal interval, i.e. the shortest interval among
intervals containing \code{k+1} observations, is computed
iteratively, until only one value is found, the mode estimate.
At each step \eqn{i}{i}, one takes \code{k = ceiling(bw*n) - 1},
where \code{n} is the length of the modal interval computed
at step \eqn{i-}{i-}\code{1}.
If \code{bw} is of class \code{"function"},
then \code{k = ceiling(bw(n)) - 1} instead.
}
\note{
The user may call \code{hsm} through
\code{mlv(x, method = "hsm", ...)}.
}
\examples{
# Unimodal distribution
x <- rweibull(10000, shape = 3, scale = 0.9)
## True mode
weibullMode(shape = 3, scale = 0.9)
## Estimate of the mode
bandwidth <- function(n, alpha) {1/n^alpha}
hsm(x, bw = bandwidth, alpha = 2)
mlv(x, method = "hsm", bw = bandwidth, alpha = 2)
}
\references{
\itemize{
\item Robertson T. and Cryer J.D. (1974).
An iterative procedure for estimating the mode.
\emph{J. Amer. Statist. Assoc.}, \bold{69}(348):1012-1016.
\item Bickel D.R. and Fruehwirth R. (2006).
On a Fast, Robust Estimator of the Mode: Comparisons to
Other Robust Estimators with Applications.
\emph{Computational Statistics and Data Analysis}, \bold{50}(12):3500-3530.
}
}
\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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