Usage: |
z = denreg(x, verbose, localsqueezing, bandwidth, squeezingfactor, extremanr, tolerance)
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Input: |
| x | (n x 1) vector of data
|
| verbose | optional (it is zero by default); if non-zero, the user is in
every iteration and at the end of the computation presented
with three graphs characterizing the approximation (histogram,
cumulative probability function, distance of string to bounds).
If, in addition to that, verbose is negative, then after every
iteration program stops waiting for a user input.
|
| localsqueezing | optional (one by default); if non-zero, a local squeezing is used,
that is the reduction of the radius of "string tube" takes place
only in neighborhoods of local extremes.
|
| bandwidth | optional (-1 by default); if positive, then it specifies the bandwidth
for "string tube" to be used, otherwise, a predefined bandwidth is chosen
(depending on the size of the data and other parameters).
|
| squeezingfactor | optional (0.5 by default); it specifies the amount of "string tube"
radius reduction after every iteration.
|
| extremanr | optional (-1 by default); if positive, it prescribes the maximum for the
number of local extrema. It can be used only if local squeezing is not
active.
|
| tolerance | optional (0.001 by default); it gives the precision to reach.
|
Output: |
| z.y | (n+1) x 1 vector of the density estimate |
| z.widths | (n+2) x 1 vector of the distance of the string and the tube |
| z.nmax | the number of local extremes of the string |
| z.ind | the indices of (sorted) observations at which knots are |
| z.trans | (n+2) x 1 vector of the cumulative distribution function |