Re: [R] Help interpreting density().

From: Mark Difford <mark_difford_at_yahoo.co.uk>
Date: Mon, 28 Jul 2008 23:21:37 -0700 (PDT)

Hi Kevin,

>> The documentation indicates that the bw is essentially the sd. >> > d <- density(rnorm(1000))

Not so. The documentation states that the following about "bw": "The kernels are scaled such that this is the standard deviation of the smoothing kernel...," which is a very different thing.

The default bandwidth used by density is ?bw.nrd0. Read that documentation carefully and all might be clear.

HTH, Mark.

rkevinburton wrote:
>
> I issue the following:
>

>> d <- density(rnorm(1000))
>> d

>
> and get:
>
> Call:
> density.default(x = rnorm(1000))
>
> Data: rnorm(1000) (1000 obs.); Bandwidth 'bw' = 0.2235
>
> x y
> Min. :-3.5157 Min. :2.416e-05
> 1st Qu.:-1.6892 1st Qu.:1.129e-02
> Median : 0.1373 Median :7.267e-02
> Mean : 0.1373 Mean :1.367e-01
> 3rd Qu.: 1.9639 3rd Qu.:2.693e-01
> Max. : 3.7904 Max. :4.014e-01
>
> The documentation indicates that the bw is essentially the sd. Yet I have
> specified an sd of 1? How am I to interpret the ranges of the values? x
> ranges almost from -4 to +4 and y ranges from 0 to 0.4. The mean x is .1
> which isn't too awfully close to what I would expect (0.0). Then there is:
>
>> d <- density(rpois(1000,0))
>> d

>
> Call:
> density.default(x = rpois(1000, 0))
>
> Data: rpois(1000, 0) (1000 obs.); Bandwidth 'bw' = 0.2261
>
> x y
> Min. :-0.6782 Min. :0.01979
> 1st Qu.:-0.3391 1st Qu.:0.14073
> Median : 0.0000 Median :0.57178
> Mean : 0.0000 Mean :0.73454
> 3rd Qu.: 0.3391 3rd Qu.:1.32830
> Max. : 0.6782 Max. :1.76436
>
> Here I am getting the mean that I expect from a Poisson distribuition but
> y ranges from 0 to 1.75. Again I am not sure what these numbers mean. How
> can I map the output to the standard distirbution description parameters?
>
> Thank you.
>
> Kevin
>
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>
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Received on Tue 29 Jul 2008 - 06:26:26 GMT

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