kde: Kernel density estimation In gplm: Generalized Partial Linear Models (GPLM)

Description

Calculates a kernel density estimate (univariate or multivariate).

Usage

 1 2 kde(x, bandwidth = NULL, grid = TRUE, kernel = "biweight", product = TRUE, sort = TRUE) 

Arguments

 x n x d matrix, data bandwidth scalar or 1 x d, bandwidth(s) grid logical or m x d matrix (where to calculate the density) kernel text string, see kernel.function product (if d>1) product or spherical kernel sort logical, TRUE if data need to be sorted

Details

The kernel density estimator is calculated as \frac{1}{n} ∑_i K_h(x_i - grid_{j}) for i=1,...,n and j=1,...,m. The default bandwidth vector is computed by Scott's rule of thumb (adapted to the chosen kernel function).

Value

List with components:

 x m x d matrix, where density has been calculated y m x 1 vector, density estimates bandwidth bandwidth vector used for calculation rearrange if sort=TRUE, index to rearrange x and y to its original order.

Marlene Mueller

See Also

kernel.function, convol, kreg

Examples

  1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39  n <- 1000 x <- rnorm(n) plot(kde(x), type="l") ## mixed normal data n <- 1000 u <- runif(n) thresh <- 0.4 x <- rnorm(n)*(u=thresh) h <- 1 fh <- kde(x,bandwidth=h) plot(kde(x,bandwidth=h),type="l",lwd=2); rug(x) lines(kde(x,bandwidth=h*1.2),col="red") lines(kde(x,bandwidth=h*1.4),col="orange") lines(kde(x,bandwidth=h/1.2),col="blue") lines(kde(x,bandwidth=h/1.4),col="cyan") ## two-dimensional data n <- 1000 u <- runif(n) thresh <- 0.4 x1 <- rnorm(n)*(u=thresh) x2 <- rnorm(n)*(u=thresh) grid1 <- seq(min(x1),max(x1),length=20) ## grid for x1 grid2 <- seq(min(x2),max(x2),length=25) ## grid for x2 fh <- kde( cbind(x1,x2), grid=create.grid(list(grid1,grid2)) ) o <- order(fh$x[,2],fh$x[,1]) density <- (matrix(fh\$y[o],length(grid1),length(grid2))) par(mfrow=c(2,2)) plot(kde(x1),type="l",main="x1"); rug(x1) plot(kde(x2),type="l",main="x2"); rug(x2) persp(grid1,grid2,density,main="KDE", theta=30,phi=30,expand=0.5,col="lightblue",shade=0.5) contour(grid1,grid2,density, main="KDE Contours") points(x1,x2,col="red",pch=18,cex=0.5) par(mfrow=c(1,1)) 

Example output

Loading required package: AER
Loading required package: car
Loading required package: lmtest
Loading required package: zoo

Attaching package: 'zoo'

The following objects are masked from 'package:base':

as.Date, as.Date.numeric

Loading required package: sandwich
Loading required package: survival


gplm documentation built on May 2, 2019, 2:10 a.m.