Multiscale Analysis for Density Functions

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).


News

modehunt_1.0.6 (November 29, 2011)

  • Added Namespace.
  • Updated coordinates of KR.

modehunt_1.0.5 (August 30, 2010)

  • Added NEWS file.
  • Added final citation of paper.

modehunt_1.0.4 (March 4, 2009)

  • Corrected web address of GW in package description.
  • Changed MAN files not to generate any warnings in CRAN testing.

modehunt_1.0.3 (Aug 25, 2008)

  • Re-submitted same version.

modehunt_1.0.2 (Aug 23, 2008)

  • Changed "F" to "FALSE" in criticalValuesAll and criticalValuesApprox.
  • Updated references.

modehunt_1.0.1

  • Corrected some minor typos.
  • Updated contact informations.

Reference manual

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install.packages("modehunt")

1.0.7 by Kaspar Rufibach, 4 years ago


http://www.kasparrufibach.ch, http://www-stat.stanford.edu/~gwalther


Browse source code at https://github.com/cran/modehunt


Authors: Kaspar Rufibach <[email protected]> and Guenther Walther <[email protected]>


Documentation:   PDF Manual  


GPL (>= 2) license


Imports stats, utils


See at CRAN