[R] Estimation of the mode

Bert Gunter gunter.berton at gene.com
Fri Jan 20 21:05:10 CET 2012

You realize, I trust, that "the mode" of a continuous distribution has
no meaning without prior specification of the distribution, which, for
a fitted density estimate would mean specification of the fitting
parameters (bandwidth, etc.) at a minimum.

So perhaps you need to rethink what you are trying to do and/or
perhaps get some advice from a local statistical resource.

-- Bert

On Fri, Jan 20, 2012 at 8:27 AM, Javier xyz <chikwiboy at hotmail.com> wrote:
> Hi all,
> I am trying to estimate the mode of a 4-dimensional nonparametric density estimator (any) using a sample of size n=10,000.  I have tried using the package 'ks' and 'np' but they are extremely slow;  this is related to the estimation of the bandwidth matrix.  I also checked the package 'modeest' but it contains only methods for univariate distributions.   I am only interested in the mode.   Any suggestion?
> Thanks in advance.
> Kind regards.
>        [[alternative HTML version deleted]]
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Bert Gunter
Genentech Nonclinical Biostatistics

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