Last data update: 2014.03.03

R: Compute a weighted sample from initial observations
preProcessR Documentation

Compute a weighted sample from initial observations

Description

Generates weights from initial sample.

Usage

preProcess(x, xgrid = NULL)

Arguments

x

Vector of independent and identically distributed numbers, not necessarily unique.

xgrid

Parameter that governs the generation of weights: If xgrid = NULL a new sample of unique observations is generated with corresponding vector of weights. If xgrid is a positive number, observations are binned in a grid with grid length xgrid. Finally, an entire vector specifying a user-defined grid can be supplied.

Value

x

Vector of unique and sorted observations deduced from the input x according to the specification given by xgrid.

w

Vector of corresponding weights, normalized to sum to one.

sig

Standard deviation of the inputed observations. This quantity is needed when computing the smoothed log-concave density estimator via evaluateLogConDens.

n

Number of initial observations.

Note

This function is not intended to be invoked by the end user.

Author(s)

Kaspar Rufibach, kaspar.rufibach@gmail.com,
http://www.kasparrufibach.ch

Lutz Duembgen, duembgen@stat.unibe.ch,
http://www.stat.unibe.ch/content/staff/personalhomepages/duembgen/index_eng.html

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