Searcharxiv⌕ Search
Home/Archive/arXiv

arXiv · 1803.00472

Multimode: An R Package for Mode Assessment

Jose Ameijeiras-Alonso·Rosa M. Crujeiras·Alberto Rodríguez-Casal
View original source ↗Read source document ↗Export metadata ↓

Abstract

In several applied fields, multimodality assessment is a crucial task as a previous exploratory tool or for determining the suitability of certain distributions. The goal of this paper is to present the utilities of the R package multimode, which collects different exploratory and testing nonparametric approaches for determining the number of modes and their estimated location. Specifically, some graphical tools, allowing for the identification of mode patterns, based on the kernel density estimation are provided (SiZer map, mode tree or mode forest). Several formal testing procedures for determining the number of modes are described in this paper and implemented in the multimode package, including methods based on the ideas of the critical bandwidth, the excess mass or using a combination of both. This package also includes a function for estimating the modes locations and different classical data examples that have been considered in mode testing literature.

Explore related subjects

stat.CO

Keep this discovery

BibTeXRIS

Jose Ameijeiras-Alonso, Rosa M. Crujeiras, Alberto Rodríguez-Casal. 2018-03-01. Multimode: An R Package for Mode Assessment. https://doi.org/10.18637/jss.v097.i09

Cite the original work for its findings. Save a collection to share your selection of sources.

KEEP EXPLORING

Related papers

arXiv2026

Estimating Hierarchically Rank Structured Covariance Matrices

We consider the problem of estimating a high-dimensional covariance matrix from a very limited number of samples. This problem is ubiquitous in computational fluid dynamics, where a small number of fluid snapshots must be used to construct a Gramian matrix determining a reduced-order model, as well as in computational geoscience, where a small ensemble of Earth system forecasts must be used to estimate the covariance matrix associated with the forecast uncertainty. It is common practice to regularize the small-sample covariance by imposing a "localization" structure that enforces a physically realistic correlation length scale, imposing a sparsity constraint, "shrinking" towards a prescribed target, or attenuating small correlations. We propose an alternate technique that regularizes the small-sample covariance by imposing hierarchical rank structure. Compared to regularization methods that assume sparsity such as spatial localization, hierarchical rank structure accommodates a wider range of covariance matrices, roughly corresponding to situations where long-range correlations vary more smoothly than short-range ones. It also results in a data-sparse matrix format that permits highly efficient matrix-vector products. We present theory and algorithms which show how to efficiently estimate a high-dimensional, hierarchically rank structured covariance matrix from limited samples. Through an error analysis and numerical experiments with a variety of model problems, we demonstrate that these techniques are effective at reducing sampling errors, and that in many cases they achieve smaller estimation error than conventional techniques.

stat.CO↗
arXiv2026

Optimal Slice-Adaptive Tuning of Hybrid Slice Sampling

Slice sampling is a Markov chain Monte Carlo algorithm that draws its next state uniformly from a "slice"---a super-level set of the target density function---at each iteration, thereby providing automatic local adaptivity to the scale of the target. In practice the exact slice is not known, so general-purpose implementations use an approximate slice that is grown from a starting interval of length $w>0$, with a computational cost that depends on $w$. This work presents an analysis of the average per-iteration number of target density evaluations, as a function of $w$, of hybrid slice sampling with various slice-finding schemes for targets with contiguous slices. The paper uses the results of the analysis to develop automated, slice-adaptive tuning schemes along with suboptimality bounds and asymptotic convergence guarantees. Simulations demonstrate that the tuning schemes reliably yield near-optimal slice-adaptive tuning with essentially no dependence on the initial setting of $w$.

stat.CO↗