Software for estimation of the mode
Introduction
The software of this page implements most of the methods of this paper:
D. R. Bickel and R. Frühwirth (contributed equally), “On a Fast, RAugust 30, 2008 11:03 AM Applications,” Computational Statistics and Data Analysis 50, 3500-3530 (2006). Full preprint
Mathematica implementation
The Mathematica functions and documentation
R implementations (readily ported to S-PLUS)
Statomics
The half-sample mode estimator is included in the "Estimation.r" file of Statomics. Please consult the documentation in the Statomics zip file for installation instructions. The usage of HSM follows:
> source('Estimation.r')
> hsm(c(10,2,5))
CRAN
Paul Poncet's modeest package implements the half-range mode, the half-sample mode, and the mode-based skewness of D. R. Bickel, "Robust estimators of the mode and skewness of continuous data," Computational Statistics and Data Analysis 39, 153-163 (2002).
MATLAB implementation
This software may become available from Rudolf Frühwirth.
Created on 9/10/05. Last modified on 1/25/08.
