Normal mixture bandwidth

Normal mixture bandwidth.

Usage

Hnm(x, deriv.order=0, G=1:9, subset.ind, mise.flag=FALSE, verbose, ...)
Hnm.diag(x, deriv.order=0, G=1:9, subset.ind, mise.flag=FALSE, verbose, ...)
hnm(x, deriv.order=0, G=1:9, subset.ind, mise.flag=FALSE, verbose, ... )

Arguments

x

vector/matrix of data values

deriv.order

derivative order

G

range of number of mixture components

subset.ind

index vector of subset of x for fitting

mise.flag

flag to use MISE or AMISE minimisation. Default is FALSE.

verbose

flag to print out progress information. Default is FALSE.

...

other parameters for Mclust

Value

Normal mixture bandwidth. If mise=TRUE then the minimal MISE value is returned too.

Details

The normal mixture fit is provided by the Mclust function in the mclust package. Hnm is then Hmise.mixt (if mise.flag=TRUE) or Hamise.mixt (if mise.flag=FALSE) with these fitted normal mixture parameters. Likewise for Hnm.diag, hnm.

See also

Hmise.mixt, Hamise.mixt

References

Cwik, J. & Koronacki, J. (1997) A combined adaptive-mixtures/plug-in estimator of multivariate probability densities. Computational Statistics and Data Analysis 26, 199–218.

Examples

data(unicef)
Hnm(unicef) 
#>           [,1]      [,2]
#> [1,] 393.75114 -48.37415
#> [2,] -48.37415  10.59777