Log-spline density estimator (Stone 1990, Ghosal Ch 8).
Source:R/ghlgd.R
morie_ghosal_log_density.RdLog-spline density estimator (Stone 1990, Ghosal Ch 8).
Examples
morie_ghosal_log_density(x = rnorm(50))
#> $estimate
#> [1] -0.8415044
#>
#> $theta
#> [1] -0.53783481 -0.69725725 0.28078227 0.02822250 -0.02171408
#>
#> $log_lik
#> [1] -68.35399
#>
#> $grid
#> [1] -3.165831612 -3.149266637 -3.132701662 -3.116136687 -3.099571712
#> [6] -3.083006737 -3.066441762 -3.049876787 -3.033311812 -3.016746837
#> [11] -3.000181862 -2.983616887 -2.967051913 -2.950486938 -2.933921963
#> [16] -2.917356988 -2.900792013 -2.884227038 -2.867662063 -2.851097088
#> [21] -2.834532113 -2.817967138 -2.801402163 -2.784837188 -2.768272213
#> [26] -2.751707238 -2.735142263 -2.718577289 -2.702012314 -2.685447339
#> [31] -2.668882364 -2.652317389 -2.635752414 -2.619187439 -2.602622464
#> [36] -2.586057489 -2.569492514 -2.552927539 -2.536362564 -2.519797589
#> [41] -2.503232614 -2.486667639 -2.470102665 -2.453537690 -2.436972715
#> [46] -2.420407740 -2.403842765 -2.387277790 -2.370712815 -2.354147840
#> [51] -2.337582865 -2.321017890 -2.304452915 -2.287887940 -2.271322965
#> [56] -2.254757990 -2.238193015 -2.221628040 -2.205063066 -2.188498091
#> [61] -2.171933116 -2.155368141 -2.138803166 -2.122238191 -2.105673216
#> [66] -2.089108241 -2.072543266 -2.055978291 -2.039413316 -2.022848341
#> [71] -2.006283366 -1.989718391 -1.973153416 -1.956588442 -1.940023467
#> [76] -1.923458492 -1.906893517 -1.890328542 -1.873763567 -1.857198592
#> [81] -1.840633617 -1.824068642 -1.807503667 -1.790938692 -1.774373717
#> [86] -1.757808742 -1.741243767 -1.724678792 -1.708113818 -1.691548843
#> [91] -1.674983868 -1.658418893 -1.641853918 -1.625288943 -1.608723968
#> [96] -1.592158993 -1.575594018 -1.559029043 -1.542464068 -1.525899093
#> [101] -1.509334118 -1.492769143 -1.476204168 -1.459639194 -1.443074219
#> [106] -1.426509244 -1.409944269 -1.393379294 -1.376814319 -1.360249344
#> [111] -1.343684369 -1.327119394 -1.310554419 -1.293989444 -1.277424469
#> [116] -1.260859494 -1.244294519 -1.227729544 -1.211164570 -1.194599595
#> [121] -1.178034620 -1.161469645 -1.144904670 -1.128339695 -1.111774720
#> [126] -1.095209745 -1.078644770 -1.062079795 -1.045514820 -1.028949845
#> [131] -1.012384870 -0.995819895 -0.979254920 -0.962689946 -0.946124971
#> [136] -0.929559996 -0.912995021 -0.896430046 -0.879865071 -0.863300096
#> [141] -0.846735121 -0.830170146 -0.813605171 -0.797040196 -0.780475221
#> [146] -0.763910246 -0.747345271 -0.730780296 -0.714215322 -0.697650347
#> [151] -0.681085372 -0.664520397 -0.647955422 -0.631390447 -0.614825472
#> [156] -0.598260497 -0.581695522 -0.565130547 -0.548565572 -0.532000597
#> [161] -0.515435622 -0.498870647 -0.482305672 -0.465740697 -0.449175723
#> [166] -0.432610748 -0.416045773 -0.399480798 -0.382915823 -0.366350848
#> [171] -0.349785873 -0.333220898 -0.316655923 -0.300090948 -0.283525973
#> [176] -0.266960998 -0.250396023 -0.233831048 -0.217266073 -0.200701099
#> [181] -0.184136124 -0.167571149 -0.151006174 -0.134441199 -0.117876224
#> [186] -0.101311249 -0.084746274 -0.068181299 -0.051616324 -0.035051349
#> [191] -0.018486374 -0.001921399 0.014643576 0.031208551 0.047773525
#> [196] 0.064338500 0.080903475 0.097468450 0.114033425 0.130598400
#> [201] 0.147163375 0.163728350 0.180293325 0.196858300 0.213423275
#> [206] 0.229988250 0.246553225 0.263118200 0.279683175 0.296248149
#> [211] 0.312813124 0.329378099 0.345943074 0.362508049 0.379073024
#> [216] 0.395637999 0.412202974 0.428767949 0.445332924 0.461897899
#> [221] 0.478462874 0.495027849 0.511592824 0.528157799 0.544722773
#> [226] 0.561287748 0.577852723 0.594417698 0.610982673 0.627547648
#> [231] 0.644112623 0.660677598 0.677242573 0.693807548 0.710372523
#> [236] 0.726937498 0.743502473 0.760067448 0.776632423 0.793197397
#> [241] 0.809762372 0.826327347 0.842892322 0.859457297 0.876022272
#> [246] 0.892587247 0.909152222 0.925717197 0.942282172 0.958847147
#> [251] 0.975412122 0.991977097 1.008542072 1.025107047 1.041672021
#> [256] 1.058236996 1.074801971 1.091366946 1.107931921 1.124496896
#> [261] 1.141061871 1.157626846 1.174191821 1.190756796 1.207321771
#> [266] 1.223886746 1.240451721 1.257016696 1.273581671 1.290146646
#> [271] 1.306711620 1.323276595 1.339841570 1.356406545 1.372971520
#> [276] 1.389536495 1.406101470 1.422666445 1.439231420 1.455796395
#> [281] 1.472361370 1.488926345 1.505491320 1.522056295 1.538621270
#> [286] 1.555186244 1.571751219 1.588316194 1.604881169 1.621446144
#> [291] 1.638011119 1.654576094 1.671141069 1.687706044 1.704271019
#> [296] 1.720835994 1.737400969 1.753965944 1.770530919 1.787095894
#> [301] 1.803660868 1.820225843 1.836790818 1.853355793 1.869920768
#> [306] 1.886485743 1.903050718 1.919615693 1.936180668 1.952745643
#> [311] 1.969310618 1.985875593 2.002440568 2.019005543 2.035570518
#> [316] 2.052135492 2.068700467 2.085265442 2.101830417 2.118395392
#> [321] 2.134960367 2.151525342 2.168090317 2.184655292 2.201220267
#> [326] 2.217785242 2.234350217 2.250915192 2.267480167 2.284045142
#> [331] 2.300610116 2.317175091 2.333740066 2.350305041 2.366870016
#> [336] 2.383434991 2.399999966 2.416564941 2.433129916 2.449694891
#> [341] 2.466259866 2.482824841 2.499389816 2.515954791 2.532519766
#> [346] 2.549084740 2.565649715 2.582214690 2.598779665 2.615344640
#> [351] 2.631909615 2.648474590 2.665039565 2.681604540 2.698169515
#> [356] 2.714734490 2.731299465 2.747864440 2.764429415 2.780994390
#> [361] 2.797559364 2.814124339 2.830689314 2.847254289 2.863819264
#> [366] 2.880384239 2.896949214 2.913514189 2.930079164 2.946644139
#> [371] 2.963209114 2.979774089 2.996339064 3.012904039 3.029469014
#> [376] 3.046033989 3.062598963 3.079163938 3.095728913 3.112293888
#> [381] 3.128858863 3.145423838 3.161988813 3.178553788 3.195118763
#> [386] 3.211683738 3.228248713 3.244813688 3.261378663 3.277943638
#> [391] 3.294508613 3.311073587 3.327638562 3.344203537 3.360768512
#> [396] 3.377333487 3.393898462 3.410463437 3.427028412 3.443593387
#> [401] 3.460158362
#>
#> $log_density
#> [1] -5.5292567 -5.5365564 -5.5416620 -5.5446272 -5.5455051 -5.5443480
#> [7] -5.5412079 -5.5361357 -5.5291821 -5.5203969 -5.5098295 -5.4975286
#> [13] -5.4835422 -5.4679178 -5.4507023 -5.4319420 -5.4116825 -5.3899690
#> [19] -5.3668459 -5.3423572 -5.3165462 -5.2894557 -5.2611277 -5.2316041
#> [25] -5.2009256 -5.1691330 -5.1362660 -5.1023640 -5.0674658 -5.0316096
#> [31] -4.9948332 -4.9571737 -4.9186677 -4.8793512 -4.8392598 -4.7984284
#> [37] -4.7568916 -4.7146833 -4.6718369 -4.6283853 -4.5843608 -4.5397954
#> [43] -4.4947204 -4.4491666 -4.4031644 -4.3567436 -4.3099336 -4.2627632
#> [49] -4.2152609 -4.1674544 -4.1193711 -4.0710381 -4.0224816 -3.9737278
#> [55] -3.9248020 -3.8757292 -3.8265342 -3.7772408 -3.7278729 -3.6784535
#> [61] -3.6290054 -3.5795509 -3.5301119 -3.4807097 -3.4313652 -3.3820991
#> [67] -3.3329315 -3.2838819 -3.2349696 -3.1862135 -3.1376320 -3.0892430
#> [73] -3.0410641 -2.9931125 -2.9454050 -2.8979579 -2.8507871 -2.8039084
#> [79] -2.7573367 -2.7110869 -2.6651735 -2.6196104 -2.5744112 -2.5295893
#> [85] -2.4851575 -2.4411283 -2.3975139 -2.3543262 -2.3115764 -2.2692758
#> [91] -2.2274349 -2.1860643 -2.1451739 -2.1047734 -2.0648722 -2.0254793
#> [97] -1.9866033 -1.9482526 -1.9104352 -1.8731589 -1.8364309 -1.8002584
#> [103] -1.7646481 -1.7296064 -1.6951395 -1.6612532 -1.6279530 -1.5952442
#> [109] -1.5631316 -1.5316199 -1.5007136 -1.4704165 -1.4407327 -1.4116655
#> [115] -1.3832181 -1.3553937 -1.3281948 -1.3016240 -1.2756833 -1.2503747
#> [121] -1.2256999 -1.2016602 -1.1782570 -1.1554909 -1.1333628 -1.1118731
#> [127] -1.0910220 -1.0708095 -1.0512353 -1.0322988 -1.0139996 -0.9963365
#> [133] -0.9793085 -0.9629142 -0.9471521 -0.9320204 -0.9175172 -0.9036402
#> [139] -0.8903872 -0.8777556 -0.8657425 -0.8543452 -0.8435606 -0.8333852
#> [145] -0.8238157 -0.8148484 -0.8064796 -0.7987052 -0.7915211 -0.7849231
#> [151] -0.7789066 -0.7734671 -0.7685999 -0.7642999 -0.7605623 -0.7573818
#> [157] -0.7547530 -0.7526706 -0.7511290 -0.7501224 -0.7496450 -0.7496909
#> [163] -0.7502541 -0.7513282 -0.7529071 -0.7549843 -0.7575533 -0.7606075
#> [169] -0.7641403 -0.7681448 -0.7726142 -0.7775414 -0.7829195 -0.7887412
#> [175] -0.7949994 -0.8016867 -0.8087959 -0.8163194 -0.8242499 -0.8325797
#> [181] -0.8413012 -0.8504067 -0.8598886 -0.8697391 -0.8799503 -0.8905145
#> [187] -0.9014236 -0.9126699 -0.9242452 -0.9361418 -0.9483514 -0.9608662
#> [193] -0.9736780 -0.9867788 -1.0001604 -1.0138149 -1.0277342 -1.0419100
#> [199] -1.0563344 -1.0709992 -1.0858963 -1.1010178 -1.1163554 -1.1319012
#> [205] -1.1476472 -1.1635854 -1.1797078 -1.1960064 -1.2124733 -1.2291008
#> [211] -1.2458809 -1.2628058 -1.2798680 -1.2970595 -1.3143729 -1.3318005
#> [217] -1.3493348 -1.3669684 -1.3846939 -1.4025039 -1.4203913 -1.4383488
#> [223] -1.4563693 -1.4744460 -1.4925717 -1.5107398 -1.5289435 -1.5471760
#> [229] -1.5654310 -1.5837019 -1.6019825 -1.6202664 -1.6385476 -1.6568202
#> [235] -1.6750781 -1.6933157 -1.7115273 -1.7297074 -1.7478507 -1.7659519
#> [241] -1.7840060 -1.8020079 -1.8199529 -1.8378363 -1.8556537 -1.8734005
#> [247] -1.8910728 -1.9086664 -1.9261774 -1.9436022 -1.9609372 -1.9781791
#> [253] -1.9953248 -2.0123711 -2.0293153 -2.0461548 -2.0628872 -2.0795102
#> [259] -2.0960217 -2.1124200 -2.1287034 -2.1448705 -2.1609200 -2.1768510
#> [265] -2.1926627 -2.2083544 -2.2239260 -2.2393772 -2.2547082 -2.2699193
#> [271] -2.2850111 -2.2999844 -2.3148404 -2.3295803 -2.3442056 -2.3587183
#> [277] -2.3731204 -2.3874143 -2.4016024 -2.4156878 -2.4296735 -2.4435630
#> [283] -2.4573599 -2.4710682 -2.4846921 -2.4982362 -2.5117054 -2.5251046
#> [289] -2.5384394 -2.5517154 -2.5649387 -2.5781156 -2.5912527 -2.6043569
#> [295] -2.6174356 -2.6304962 -2.6435467 -2.6565953 -2.6696505 -2.6827213
#> [301] -2.6958168 -2.7089466 -2.7221207 -2.7353492 -2.7486427 -2.7620122
#> [307] -2.7754690 -2.7890248 -2.8026915 -2.8164815 -2.8304076 -2.8444829
#> [313] -2.8587210 -2.8731356 -2.8877410 -2.9025520 -2.9175834 -2.9328507
#> [319] -2.9483698 -2.9641568 -2.9802284 -2.9966015 -3.0132936 -3.0303226
#> [325] -3.0477065 -3.0654642 -3.0836148 -3.1021776 -3.1211727 -3.1406204
#> [331] -3.1605415 -3.1809572 -3.2018892 -3.2233597 -3.2453912 -3.2680067
#> [337] -3.2912297 -3.3150840 -3.3395942 -3.3647850 -3.3906817 -3.4173102
#> [343] -3.4446966 -3.4728677 -3.5018508 -3.5316734 -3.5623639 -3.5939508
#> [349] -3.6264633 -3.6599311 -3.6943843 -3.7298536 -3.7663702 -3.8039656
#> [355] -3.8426722 -3.8825226 -3.9235500 -3.9657881 -4.0092713 -4.0540342
#> [361] -4.1001124 -4.1475415 -4.1963580 -4.2465988 -4.2983015 -4.3515040
#> [367] -4.4062450 -4.4625635 -4.5204993 -4.5800927 -4.6413844 -4.7044158
#> [373] -4.7692290 -4.8358663 -4.9043711 -4.9747869 -5.0471580 -5.1215293
#> [379] -5.1979463 -5.2764550 -5.3571020 -5.4399346 -5.5250007 -5.6123487
#> [385] -5.7020276 -5.7940873 -5.8885778 -5.9855503 -6.0850562 -6.1871477
#> [391] -6.2918776 -6.3992994 -6.5094670 -6.6224353 -6.7382595 -6.8569957
#> [397] -6.9787006 -7.1034313 -7.2312460 -7.3622031 -7.4963621
#>
#> $K
#> [1] 5
#>
#> $n
#> [1] 50
#>
#> $method
#> [1] "Log-spline density (Stone 1990)"
#>