Re: [R] function kde2d

From: Marco Geraci <marcodoc75_at_yahoo.com>
Date: Sun 22 Jan 2006 - 04:37:28 EST


As far as I understood, this mailing list is not intended for basic statistical teaching or for arguments. Your first question was

  > In particular I'd like to know: what bandwidth is used    

  which can be answered simply with ?kde2d.   Now your question is

  > I just wanted to know what does it mean : h defaults to normal reference bandwidth    

  very different from the first one.
  Again, the answer is ?kde2d. Given that it's not the first time you wrote to the list, you should know that a bibliographical reference like Venables, W. N. and Ripley, B. D. (2002) _Modern Applied Statistics with S._ Fourth edition. Springer, is given so the R-user can refer to an article or to a text boox more detailed than an 'help page' can be.   Sometimes I have to walk to the library too.   Unless the function is very complicated or, even worse, invisible, one might want to type the function itself without options, like   > kde2d
#(or page(kde2d))
  function (x, y, h, n = 25, lims = c(range(x), range(y))) {

    nx <- length(x)
    if (length(y) != nx)

        stop("data vectors must be the same length")     gx <- seq(lims[1], lims[2], length = n)     gy <- seq(lims[3], lims[4], length = n)     if (missing(h))

        h <- c(bandwidth.nrd(x), bandwidth.nrd(y))     h <- h/4

    ax <- outer(gx, x, "-")/h[1]
    ay <- outer(gy, y, "-")/h[2]
    z <- matrix(dnorm(ax), n, nx) %*% t(matrix(dnorm(ay), n, 
        nx))/(nx * h[1] * h[2])

    return(list(x = gx, y = gy, z = z))
}    

  So, looking at
   if (missing(h))

        h <- c(bandwidth.nrd(x), bandwidth.nrd(y))    

  I would check 'bandwidth.nrd' and there it is   > bandwidth.nrd
function (x)
{

    r <- quantile(x, c(0.25, 0.75))
    h <- (r[2] - r[1])/1.34
    4 * 1.06 * min(sqrt(var(x)), h) * length(x)^(-1/5) }   

Best regards,
Marco Geraci

Marta Colombo <martac21@libero.it> wrote:   I already knew how to read the help page: ?kde2d It wasn't the first time I wrote to the list. I just wanted to know what does it mean : h defaults to normal reference bandwidth ?
Best regards

Marta Colombo

>From : "Marco Geraci" marcodoc75@yahoo.com
To : "Marta Colombo" martac21@libero.it
Cc :
Date : Fri, 20 Jan 2006 10:25:22 -0800 (PST) Subject : Re: [R] function kde2d

> http://www.R-project.org/posting-guide.html
> and
> ?kde2d
>
> Marta Colombo wrote:
> Good evening,
> I am Marta Colombo, student at Milan's Politecnico.
> Thank you very much for your kindness, this mailing list is really useful.
> I am using the function kde2d for two-dimensional kernel density estimation and I'd like to know something more about this kind of density estimator. In particular I'd like to know: what bandwidth is used ?
> Thank you in advance for your attention
>
> Marta Colombo
>
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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Sun Jan 22 04:46:46 2006

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