| Name : R-modehunt
| |
| Version : 1.0.7
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.2.13
| Date : 2024-06-14 11:11:05
|
| Group : Development/Libraries/Other
| Source RPM : R-modehunt-1.0.7-lp153.2.13.src.rpm
|
| Size : 0.10 MB
| |
| Packager : (none)
| |
| Summary : Multiscale Analysis for Density Functions
|
Description :
Given independent and identically distributed observations X(1), ...,
X(n) from a density f, provides five methods to perform a multiscale
analysis about f as well as the necessary critical values. The first
method, introduced in Duembgen and Walther (2008), provides
simultaneous confidence statements for the existence and location of
local increases (or decreases) of f, based on all intervals I(all)
spanned by any two observations X(j), X(k). The second method
approximates the latter approach by using only a subset of I(all) and
is therefore computationally much more efficient, but asymptotically
equivalent. Omitting the additive correction term Gamma in either
method offers another two approaches which are more powerful on small
scales and less powerful on large scales, however, not asymptotically
minimax optimal anymore. Finally, the block procedure is a compromise
between adding Gamma or not, having intermediate power properties. The
latter is again asymptotically equivalent to the first and was
introduced in Rufibach and Walther (2010).
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
