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In this vignette, we demonstrate the kernopt package by applying it to simulated data set. (Senga Kiessé and Durrieu 2024) performed a simulation study using different sample sizes \(n\) from various pmfs \(f\), i.e., a Poisson distribution, a geometric distribution and a negative binomial distribution. The code below presents simulations for estimating count data sets of size \(n=100\) that follow the Poisson distribution \({\cal P} (\mu=2)\) (see Figure below).
The kernel estimator was applied with each of three discrete symmetric kernels presented above in comparison with the count binomial asymmetric kernel that follows the binomial distribution \({\cal B}(x+1,(x+h)/(x+1))\) with support \({\cal S}_x=\{0,1,\ldots,x+1\}\), for \(x \in {\cal S} \subseteq {\Bbb N}\) and \(h \in (0,1]\) (Kokonendji and Senga Kiessé 2011).
The cross-validation method was used to select the bandwidth
parameter \(h\) with the help of the
cv_bandwith() function.
# Simulated data
mu <- 2
x <- 0:10
f <- dpois(x, mu)
n <- 100
y <- sort(rpois(n, mu))
# Optimal kernel
k <- 1
H <- seq((max(y) - min(y)) / 200, (max(y) - min(y)) / 2, length.out = 50)
hcv_opt_k1 <- cv_bandwidth(kernel = "optimal", y, H, k)
Fn_opt_k1 <- estim_kernel(kernel = "optimal", x, hcv_opt_k1, y, k)
# Triangular kernel
a <- 1
hcv_trg_a1 <- cv_bandwidth(kernel = "triang", y, H, a)
Fn_triang_a1 <- estim_kernel(kernel = "triang", x, hcv_trg_a1, y, a)
# Epanechnikov kernel
H <- seq(2, 10, 1)
hcv_epanech <- cv_bandwidth(kernel = "epanech", y, H)
Fn_epanech <- estim_kernel(kernel = "epanech", x, hcv_epanech, y)
# Binomial kernel
H <- seq((max(y) - min(y)) / 500, 1, length.out = 50)
hcv_bin <- cv_bandwidth(kernel = "binom", y, H)
Fn_bino <- estim_kernel(kernel = "binom", x, hcv_bin, y)
# Graph
plot(x, f, xlab = "x", ylab = "Probability", xlim = c(0, 11), ylim = c(0, 0.35), type = "h", lwd = 2, main = paste("n=", n, sep = ""))
points(x + 0.2, Fn_opt_k1, type = "h", lty = 1, col = "grey", lwd = 2)
points(x + 0.4, Fn_epanech, type = "h", lty = 2, lwd = 2)
points(x + 0.6, Fn_triang_a1, type = "h", lty = 2, col = "grey", lwd = 2)
points(x + 0.8, Fn_bino, type = "h", lty = 3, lwd = 2)
legend("topright", c("True f", "Optimal", "Epanechnikov", "Triangular", "Binomial"),
lty = c(1, 1, 2, 2, 3), lwd = 2, col = c("black", "grey", "black", "grey", "black"),
inset = .0
)
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.