Package 'histmdl'

Title:	A Most Informative Histogram-Like Model
Description:	Using the MDL principle, it is possible to estimate parameters for a histogram-like model. The package contains the implementation of such an estimation method.
Authors:	Jouke Witteveen
Maintainer:	Jouke Witteveen <[email protected]>
License:	GPL (>= 2)
Version:	0.7-1
Built:	2025-01-29 05:23:21 UTC
Source:	https://github.com/joukewitteveen/histmdl

Description

Compute an estimate of the maximum likelihood parameter of a histogram-like model. If plot=TRUE, the resulting object of class "histogram" is plotted according to plot.histogram, before it is returned.

Usage

histmdl(x, model = "Witteveen", gain = 0, precision = 0, support = 4,
        plot = TRUE, main = paste("Histogram of", xname),
        xlab = xname, ylab = "Density", ...)
histmdl(x, model = "Witteveen", gain = 0, precision = 0, support = 4,
        plot = TRUE, main = paste("Histogram of", xname),
        xlab = xname, ylab = "Density", ...)

Arguments

`x`	a vector of values for which the histogram is desired.
`model`	a character string naming the desired histogram-like model. Currently, only `"Witteveen"` is implemented.
`gain`	minimum required complexity reduction before an additional interval is accepted.
`precision`	a value giving the minimum resolution of the data. When computing complexities, boundary values are blurred by this amount to mitigate the effects of, for example, rounding.
`support`	minimum number of data points desired per interval.
`plot`	logical. If `TRUE` (default), a histogram is plotted, otherwise a list of breaks and densities is returned.
`main`, `xlab`, `ylab`	these arguments to `title` have useful defaults here.
`...`	further arguments and graphical parameters passed to `plot.histogram` and thence to `title` and `axis` (if `plot=TRUE`).

Value

an object of class "histogram" which is a list of components:

`breaks`	the boundaries of intervals. Note that consecutive values are not the same as the boundaries of the intervals that, recursively, define the model instance.
`density`	densities of the data inside the model-interval that a section is part of.
`xname`	a character string with the actual `x` argument name.

Author(s)

Jouke Witteveen and Richard Gill

Examples

  set.seed (28011988)

  x <- c (rnorm (1000, -6), rnorm (1000, 6))
  histmdl (x, gain=2, col="peru")
  hist (x, freq=FALSE, add=TRUE, col="#80808080")

  x <- c (runif (50), runif (50, max=3))
  histmdl (x, col="peru", ylim=0:1)
  hist (x, freq=FALSE, add=TRUE, col="#80808080")
set.seed (28011988)

  x <- c (rnorm (1000, -6), rnorm (1000, 6))
  histmdl (x, gain=2, col="peru")
  hist (x, freq=FALSE, add=TRUE, col="#80808080")

  x <- c (runif (50), runif (50, max=3))
  histmdl (x, col="peru", ylim=0:1)
  hist (x, freq=FALSE, add=TRUE, col="#80808080")