Package: modehunt
Type: Package
Title: Multiscale Analysis for Density Functions
Version: 1.0.5
Date: 2010-08-30
Author: Kaspar Rufibach <kaspar.rufibach@ifspm.uzh.ch> and Guenther
        Walther <gwalther@stanford.edu>
Maintainer: Kaspar Rufibach <kaspar.rufibach@ifspm.uzh.ch>
Description: Given independent and identically distributed observations
        X(1), ..., X(n) from a density f, this package 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).
License: GPL (>= 2)
URL: http://www.biostat.uzh.ch/aboutus/people/rufibach.html,
        http://www-stat.stanford.edu/~gwalther
Packaged: 2010-08-31 06:01:28 UTC; rufibach
Repository: CRAN
Date/Publication: 2010-08-31 08:14:45
