simex.H.density {NPsimex} | R Documentation |
To compute the probability density function from data contaminated with heteroscedastic measurement error using SIMEX.
simex.H.density(W, msigma, x, from, to, n.user=128, n.lambda=50, lambda="SJ", span=8, adjust=1, 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 vector of standard deviations having the same length as W. |
x |
x is user-defined grids where the PDF will be evaluated. |
from |
the starting point where the PDF is to be evaluated. |
to |
the starting point where the PDF is to be evaluated. |
n.user |
number of points where the PDF is to be evaluated. |
n.lambda |
number of points of lambda's. |
lambda |
Specifies the first lambda. 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'. |
span |
Specifies the span of lambda. |
adjust |
adjust the range there the PDF is to be evaluated. By default, adjust=1. |
na.rm |
is set to FALSE by default: no NA value is allowed. |
... |
control |
An object of class “NPsimex”.
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
, lambda.select
, span.H.select
.
############### Heteroscadestic error N <- 1000 set.seed(123); X <- c(rnorm(N/2, mean=-2), rnorm(N/2,mean=2)); U <- rnorm(N,sd=1); msigma <- runif(N,min=0.3,max=0.5) W <- X + msigma*U plot.simex.density <- function(X.simex,X,...){ plot(X.simex$x, X.simex$y, type="l", xlab="x", ylab="density", lwd=3, lty=2, col=2,...) lines(density(X, bw="SJ"), lwd=3) } par(mfrow=c(2,2)) X.simex1 <- simex.H.density(W, msigma=msigma, adjust=1, n.lambda=50, span=1) plot.simex.density(X.simex1, X, ylim=c(0,0.25)) X.simex2 <- simex.H.density(W, msigma=msigma, adjust=1, n.lambda=50, span=3) plot.simex.density(X.simex2, X, ylim=c(0,0.25)) X.simex3 <- simex.H.density(W, msigma=msigma, adjust=1, n.lambda=50, span=8) plot.simex.density(X.simex3, X, ylim=c(0,0.25)) X.simex4 <- simex.H.density(W, msigma=msigma, adjust=1, n.lambda=50, span=35) plot.simex.density(X.simex4, X, ylim=c(0,0.25))