get_X_prima_AB_density {RVCompare}R Documentation

Get X'_A and X'_B from the observed values of X_A and X_B.

Description

X'_A and X'_B are two random variables defined in the interval [0,1] that have the same C_p and C_d as the kernel density estimates of the observed X_A and X_B, if a sufficiently small uniform kernel is used.

Usage

get_X_prima_AB_density(X_A_observed, X_B_observed, EPSILON = 1e-20)

Arguments

X_A_observed

array of the samples (real values) of X_A.

X_B_observed

array of the samples (real values) of X_B.

EPSILON

(optional, default value 1e-20) when will two values be different.

Value

a list with two fields X_prima_A and X_prima_B: each representing the density of the estimated distributions.

Examples

X_A_observed <- c(0,2,1)
X_B_observed <- c(1,6,1,3)
res <- get_X_prima_AB_density(X_A_observed, X_B_observed)
x = 0:1001/1001
matplot(x,cbind(res$X_prima_A(x),res$X_prima_B(x)),type="l",col=c("red","blue"),
                    ylab='Probability density')
legend(x = c(0.7, 1.0), y = c(2.0, 2.5),legend=c("X'_A", "X'_B"), col=c("red", "blue"),
                    lty=1:2, cex=0.8) # add legend

[Package RVCompare version 0.1.2 Index]