Normal mixture bandwidth
Normal mixture bandwidth.
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, ... )
x |
vector/matrix of data values |
deriv.order |
derivative order |
G |
range of number of mixture components |
subset.ind |
index vector of subset of |
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 |
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.
Normal mixture bandwidth. If mise=TRUE then the minimal MISE value is returned too.
Cwik, J. & Koronacki, J. (1997). A combined adaptive-mixtures/plug-in estimator of multivariate probability densities. Computational Statistics and Data Analysis, 26, 199-218.
library(MASS) data(forbes) Hnm(forbes)
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