File: modeest-package.Rd

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 (228 lines) | stat: -rw-r--r-- 9,059 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
\name{modeest}
\alias{modeest-package}
\alias{modeest}

\docType{package}
\title{
Mode Estimation 
}
\description{
This package provides estimators of the mode of univariate 
unimodal (and sometimes multimodal) data, and values of the modes of usual probability distributions. 
%It also includes computation of the density function, distribution function, and quantile 
%function of the Chernoff distribution, which is the limiting distribution of the
%Chernoff mode estimator.

For a complete list of functions, use \code{library(help = "modeest")} or \code{help.start()}.
}
\references{
  \itemize{
    \item Parzen E. (1962).
    On estimation of a probability density function and mode.
    \emph{Ann. Math. Stat.}, \bold{33}(3):1065-1076. 
    
    \item Chernoff H. (1964).
    Estimation of the mode.
    \emph{Ann. Inst. Statist. Math.}, \bold{16}:31-41.

    \item Huber P.J. (1964).
    Robust estimation of a location parameter.
    \emph{Ann. Math. Statist.}, \bold{35}:73-101.

    \item Dalenius T. (1965).
    The Mode - A Negleted Statistical Parameter.
    \emph{J. Royal Statist. Soc. A}, \bold{128}:110-117.

    \item Grenander U. (1965).
    Some direct estimates of the mode.
    \emph{Ann. Math. Statist.}, \bold{36}:131-138.

    \item Venter J.H. (1967).
    On estimation of the mode.
    \emph{Ann. Math. Statist.}, \bold{38}(5):1446-1455.
    
    \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 Wegman E.J. (1971).% a revoir !!
    A note on the estimation of the mode.
    \emph{Ann. Math. Statist.}, \bold{42}(6):1909-1915.

    \item Yamato H. (1971). % a revoir !!
    Sequential estimation of a continuous probability density function and mode.
    \emph{Bull. Math. Statist.}, \bold{14}:1-12.

    \item Ekblom H. (1972).
    A Monte Carlo investigation of mode estimators in small samples.
    \emph{Applied Statistics}, \bold{21}:177-184.

    \item Lientz B.P. (1972).
    Properties of modal intervals.
    \emph{SIAM J. Appl. Math.}, \bold{23}:1-5.

    \item Konakov V.D. (1973).
    On the asymptotic normality of the mode of multidimensional distributions.
    \emph{Theory Probab. Appl.}, \bold{18}:794-803.

    \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 Kim B.K. and Van Ryzin J. (1975).
    Uniform consistency of a histogram density estimator and modal estimation.
    \emph{Commun. Statist.}, \bold{4}:303-315.

    \item Sager T.W. (1975).% a revoir !!
    Consistency in nonparametric estimation of the mode.
    \emph{Ann. Statist.}, \bold{3}(3):698-706.
   
    \item Stone C.J. (1975).
    Adaptive maximum likelihood estimators of a location parameter.
    \emph{Ann. Statist.}, \bold{3}:267-284.

    \item Mizoguchi R. and Shimura M. (1976).
    Nonparametric Learning Without a Teacher Based on Mode Estimation.
    \emph{IEEE Transactions on Computers}, \bold{C25}(11):1109-1117.

    \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 Asselin de Beauville J.-P. (1978).
    Estimation non parametrique de la densite et du mode, exemple de la distribution Gamma.
    \emph{Revue de Statistique Appliquee}, \bold{26}(3):47-70.

    \item Sager T.W. (1978).% a revoir !!
    Estimation of a multivariate mode.
    \emph{Ann. Statist.}, \bold{6}:802-812.

    \item Devroye L. (1979).% a revoir !!
    Recursive estimation of the mode of a multivariate density.
    \emph{Canadian J. Statist.}, \bold{7}(2):159-167.

    \item Sager T.W. (1979).% a revoir !!
    An iterative procedure for estimating a multivariate mode and isopleth.
    \emph{J. Amer. Statist. Assoc.}, \bold{74}(366):329-339.

    \item Eddy W.F. (1980).
    Optimum kernel estimators of the mode.
    \emph{Ann. Statist.}, \bold{8}(4):870-882.

    \item Eddy W.F. (1982).
    The Asymptotic Distributions of Kernel Estimators of the Mode.
    \emph{Z. Wahrsch. Verw. Gebiete}, \bold{59}:279-290.

    \item Hall P. (1982).
    Asymptotic Theory of Grenander's Mode Estimator.
    \emph{Z. Wahrsch. Verw. Gebiete}, \bold{60}:315-334.

    \item Sager T.W. (1983).
    Estimating modes and isopleths.
    \emph{Commun. Statist.-Theor. Meth.}, \bold{12}(5):529-557.

    \item Hartigan J.A. and Hartigan P.M. (1985).
    The Dip Test of Unimodality.
    \emph{Ann. Statist.}, \bold{13}:70-84.

    \item Hartigan P.M. (1985).
    Computation of the Dip Statistic to Test for Unimodality.
    \emph{Appl. Statist. (JRSS C)}, \bold{34}:320-325.

    \item Romano J.P. (1988).
    On weak convergence and optimality of kernel density estimates of the mode.
    \emph{Ann. Statist.}, \bold{16}(2):629-647.

    \item Tsybakov A. (1990).
    Recursive estimation of the mode of a multivariate distribution.
    \emph{Probl. Inf. Transm.}, \bold{26}:31-37.

    \item Hyndman R.J. (1996).
    Computing and graphing highest density regions.
    \emph{Amer. Statist.}, \bold{50}(2):120-126.

    \item Vieu P. (1996).
    A note on density mode estimation.
    \emph{Statistics \& Probability Letters}, \bold{26}:297--307.

    \item Leclerc J. (1997).
    Comportement limite fort de deux estimateurs du mode : le shorth et l'estimateur naif.
    \emph{C. R. Acad. Sci. Paris, Serie I}, \bold{325}(11):1207-1210.

    %\item Minnotte M. C. (1997).
    %Nonparametric testing of the existence of modes.
    %\emph{Ann. Statist.}, \bold{25}(4):1646-1660.
    %
    %\item Futschik A. (1999).
    %A new estimate of the mode based on the quantile density.
    %\emph{Statistics and Probability Letters}, \bold{43}:145-152.
    %
    \item Leclerc J. (2000).
    Strong limiting behavior of two estimates of the mode: the shorth and the naive estimator.
    \emph{Statistics and Decisions}, \bold{18}(4).

    %\item Groeneboom P.and Wellner J.A. (2001).
    %Computing Chernoff's distribution.
    %\emph{J. Comput. Graph. Statist.}, \bold{10}:388-400.
    %
    \item Shoung J.M. and Zhang C.H. (2001).
    Least squares estimators of the mode of a unimodal regression function.
    \emph{Ann. Statist.}, \bold{29}(3):648-665.

    \item Bickel D.R. (2002).
    Robust estimators of the mode and skewness of continuous data.
    \emph{Computational Statistics and Data Analysis}, \bold{39}:153-163.

    \item Abraham C., Biau G. and Cadre B. (2003).
    Simple Estimation of the Mode of a Multivariate Density.
    \emph{Canad. J. Statist.}, \bold{31}(1):23-34.

    \item Bickel D.R. (2003).
    Robust and efficient estimation of the mode of continuous data: The mode as a viable measure of central tendency.
    \emph{J. Statist. Comput. Simul.}, \bold{73}:899-912.

    \item Djeddour K., Mokkadem A. et Pelletier M. (2003).
    Sur l'estimation recursive du mode et de la valeur modale d'une densite de probabilite.
    \emph{Technical report 105}.

    \item Djeddour K., Mokkadem A. et Pelletier M. (2003).
    Application du principe de moyennisation a l'estimation recursive du mode et de la valeur modale d'une densite de probabilite.
    \emph{Technical report 106}.

    \item Hedges S.B. and Shah P. (2003).
    Comparison of mode estimation methods and application in molecular clock analysis.
    \emph{BMC Bioinformatics}, \bold{4}:31-41.

    %\item Ziegler K. (2003).
    %On the asymptotic normality of kernel regression estimators of the mode in the nonparametric random design model.
    %\emph{Journal of Statistical Planning and Inference}, \bold{115}:123-144.
    %
    \item Herrmann E. and Ziegler K. (2004).
    Rates of consistency for nonparametric estimation of the mode in absence of smoothness assumptions.
    \emph{Statistics and Probability Letters}, \bold{68}:359-368.

    \item Abraham C., Biau G. and Cadre B. (2004).
    On the Asymptotic Properties of a Simple Estimate of the Mode.
    \emph{ESAIM Probab. Stat.}, \bold{8}:1-11.

    \item Mokkadem A. and Pelletier M. (2005).
    Adaptive Estimation of the Mode of a Multivariate Density.
    \emph{J. Nonparametr. Statist.}, \bold{17}(1):83-105.

    \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.
    
  }
} 

\keyword{ distribution }
\keyword{ univar }
\keyword{ robust }
\keyword{ nonparametric }
\seealso{ \code{\link[modeest]{mlv}} for general mode estimation. 
}