This is the result of some tinkering around at one time when investigating
yet another density estimation idea.
I found it useful to use normal mixtures as examples, including the
Marron-Wand densities.
Martin Mächler, ETH Zurich, Switzerland
March 1997, June 2002
o The Marron-Wand densities are not regular data sets, e.g., they can’t be
used without the normix package. ==> hence in ./R/ and not ./data/
o bug in qnorMix() — the interval for uniroot is sometimes too small
–> tests/ex.R – fixed fo 1.0-6
HOWEVER: improve qnorMix() for long input vectors:
- sort(p)
- compute qnormMix( range(p) ) = qnorMix( p[c(1, n)] )
use splinefun() in between as good starting values for uniroot()!
This is the result of some tinkering around at one time when investigating yet another density estimation idea. I found it useful to use normal mixtures as examples, including the Marron-Wand densities.
o The Marron-Wand densities are not regular data sets, e.g., they can’t be used without the normix package. ==> hence in ./R/ and not ./data/
o bug in qnorMix() — the interval for uniroot is sometimes too small –> tests/ex.R – fixed fo 1.0-6
HOWEVER: improve qnorMix() for long input vectors: - sort(p) - compute qnormMix( range(p) ) = qnorMix( p[c(1, n)] ) use splinefun() in between as good starting values for uniroot()!