Experimental function used to fit depth weighted density estimator.

depthDensity(x, y, nx = 5, ny = 32, xg = NULL, yg = NULL, ...)

## Arguments

x numeric vector numeric vector the number of equally spaced points at which the density is to be estimated in x-dimension. the number of equally spaced points at which the density is to be estimated in x-dimension. vector of point at which the density is to be estimated. vector of point at which the density is to be estimated. arguments passed to depthLocal.

## References

Kosiorowski D. and Zawadzki Z. (2014) Notes on optimality of predictive distribution pseudo-estimators in the CHARME models and automatic trading strategies, FindEcon2014, submitted

## Examples


if (FALSE) {
# .sampleData is special function for creating
# data for testing conditional denisty estimators
data <- DepthProc:::.sampleData(1:5, 100)
x <- data[, 1]
y <- data[, 2]
plot(x, y)
dep <- depthDensity(x, y)
plot(dep, type = "raw")
plot(dep, type = "depth")
}