Logspline Density Estimation

Density (dlogspline), cumulative probability (plogspline), quantiles (qlogspline), and random samples (rlogspline) from a logspline density that was fitted using the 1997 knot addition and deletion algorithm (logspline). The 1992 algorithm is available using the oldlogspline function.

dlogspline(q, fit, log = FALSE) 
plogspline(q, fit) 
qlogspline(p, fit) 
rlogspline(n, fit)

Arguments

q

vector of quantiles. Missing values (NAs) are allowed.

p

vector of probabilities. Missing values (NAs) are allowed.

n

sample size. If length(n) is larger than 1, then length(n) random values are returned.

fit

logspline object, typically the result of logspline.

log

should dlogspline return densities (TRUE) or log-densities (FALSE)

Value

Densities (dlogspline), probabilities (plogspline), quantiles (qlogspline), or a random sample (rlogspline) from a logspline density that was fitted using knot addition and deletion.

Details

Elements of q or p that are missing will cause the corresponding elements of the result to be missing.

References

Charles Kooperberg and Charles J. Stone. Logspline density estimation for censored data (1992). Journal of Computational and Graphical Statistics, 1, 301–328.

Charles J. Stone, Mark Hansen, Charles Kooperberg, and Young K. Truong. The use of polynomial splines and their tensor products in extended linear modeling (with discussion) (1997). Annals of Statistics, 25, 1371–1470.

Author

Charles Kooperberg clk@fredhutch.org.

Examples

x <- rnorm(100)
fit <- logspline(x)
qq <- qlogspline((1:99)/100, fit)
plot(qnorm((1:99)/100), qq)                  # qq plot of the fitted density

pp <- plogspline((-250:250)/100, fit)
plot((-250:250)/100, pp, type = "l")
lines((-250:250)/100,pnorm((-250:250)/100))  # asses the fit of the distribution

dd <- dlogspline((-250:250)/100, fit)
plot((-250:250)/100, dd, type = "l")
lines((-250:250)/100, dnorm((-250:250)/100)) # asses the fit of the density

rr <- rlogspline(100, fit)                   # random sample from fit