lambda.select {NPsimex} | R Documentation |
To compute the lambda_1 using the rule-of-thumb methods.
lambda.select(W,msigma, method="SJ", na.rm = FALSE, ...)
W |
The observed data. It is a vector of length at least 10. |
msigma |
The standard deviation σ of measurement error. It is a single positive numeric value. |
method |
Specifies the bandwidth of 'W'. It can be a single numeric value which has been pre-determined; or computed with the specific density bandwidth selector: 'nrd0', 'nrd', 'ucv', 'bcv', 'SJ'. |
na.rm |
is set to FALSE by default: no NA value is allowed. |
... |
control |
X.F. Wang wangx6@ccf.org
Wang, X.F., Sun, J. and Fan, Z. (2011). Deconvolution density estimation with heteroscedastic errors using SIMEX.
simex.density
, simex.H.density
.
N <- 1000 set.seed(123); X <- c(rnorm(N/2, mean=-2), rnorm(N/2,mean=2)); U <- rnorm(N,sd=1) msigma <- 0.5 #msigma <- runif(N,min=0.3,max=0.5) W <- X + msigma*U lambda1 <- lambda.select(W, msigma=msigma)