Nothing
############################################################################
# EXAMPLE 1: #
# Simple example for a Gaussian density derivative #
############################################################################
x <- rnorm(100)
SD0 <- dkde(x,deriv.order=0)
SD1 <- dkde(x,deriv.order=1)
SD2 <- dkde(x,deriv.order=2)
SD3 <- dkde(x,deriv.order=3)
dev.new()
par(mfrow=c(2,2))
plot(SD0)
plot(SD1)
plot(SD2)
plot(SD3)
############################################################################
# EXAMPLE 2 #
# Trimodal Gaussian density derivative #
# Computing bandwidths with UCV methods #
############################################################################
data(trimodal)
h.ucv(trimodal,deriv.order=0,kernel="gaussian")
h.ucv(trimodal,deriv.order=1,kernel="gaussian")
h.ucv(trimodal,deriv.order=2,kernel="gaussian")
h.ucv(trimodal,deriv.order=3,kernel="gaussian")
############################################################################
# Example 3 #
# Computing bandwidths with BCV methods different kernels #
# derivative order = 0 #
############################################################################
data(outlier)
h.bcv(outlier,deriv.order=0,kernel="gaussian")
h.bcv(outlier,deriv.order=0,kernel="triweight")
h.bcv(outlier,deriv.order=0,kernel="tricube")
h.bcv(outlier,deriv.order=0,kernel="biweight")
h.bcv(outlier,deriv.order=0,kernel="cosine")
############################################################################
# derivative order = 1 #
############################################################################
h.bcv(outlier,deriv.order=1,kernel="gaussian")
h.bcv(outlier,deriv.order=1,kernel="triweight")
h.bcv(outlier,deriv.order=1,kernel="tricube")
h.bcv(outlier,deriv.order=1,kernel="biweight")
h.bcv(outlier,deriv.order=1,kernel="cosine")
############################################################################
# derivative order = 2 #
############################################################################
h.bcv(outlier,deriv.order=2,kernel="gaussian")
h.bcv(outlier,deriv.order=2,kernel="triweight")
h.bcv(outlier,deriv.order=2,kernel="tricube")
h.bcv(outlier,deriv.order=2,kernel="biweight")
h.bcv(outlier,deriv.order=2,kernel="cosine")
############################################################################
# Example 4 #
# Bimodal Gaussian density derivative #
############################################################################
fx <- function(x) 0.5 * dnorm(x,-1.5,0.5) + 0.5 * dnorm(x,1.5,0.5)
fx1 <- function(x) 0.5 *(-4*x-6)* dnorm(x,-1.5,0.5) + 0.5 *(-4*x+6) *
dnorm(x,1.5,0.5)
############################################################################
# derivative order = 0 #
############################################################################
kernels <- eval(formals(dkde.default)$kernel)
dev.new()
plot(dkde(bimodal,h=0.3),sub=paste("Derivative order = 0",";",
"Bandwidth =0.3 "),ylim=c(0,0.5), main = "Bimodal Gaussian Density")
for(i in 2:length(kernels))
lines(dkde(bimodal, h = 0.3, kernel = kernels[i]), col = i)
curve(fx,add=TRUE,lty=8)
legend("topright", legend = c(TRUE,kernels), col = c("black",seq(kernels)),
lty = c(8,rep(1,length(kernels))),cex=0.7, inset = .015)
############################################################################
# derivative order = 1 #
############################################################################
kernels <- eval(formals(dkde.default)$kernel)[-3]
dev.new()
plot(dkde(bimodal,deriv.order=1,h=0.6),main = "Bimodal Gaussian Density Derivative",sub=paste
("Derivative order = 1",";","Bandwidth =0.6"),ylim=c(-0.6,0.6))
for(i in 2:length(kernels))
lines(dkde(bimodal,deriv.order=1, h = 0.6, kernel = kernels[i]), col = i)
curve(fx1,add=TRUE,lty=8)
legend("topright", legend = c(TRUE,kernels), col = c("black",seq(kernels)),
lty = c(8,rep(1,length(kernels))),cex=0.7, inset = .015)
############################################################################
# Example 5 #
# Show the bandwidth selection #
# kernel = "gaussian" ; derivative order = 0 #
############################################################################
############################################################################
# KDE of f (bimodal gaussian density) #
############################################################################
hbcv1 <- h.bcv(x=bimodal,whichbcv = 1,deriv.order = 0)$h
hbcv2 <- h.bcv(x=bimodal,whichbcv = 2,deriv.order = 0)$h
hucv <- h.ucv(x=bimodal,deriv.order = 0)$h
htcv <- h.tcv(x=bimodal,deriv.order = 0)$h
hccv <- h.ccv(x=bimodal,deriv.order = 0)$h
hmcv <- h.mcv(x=bimodal,deriv.order = 0)$h
h0 <- c(hbcv1,hbcv2,hucv,htcv,hccv,hmcv)
h0
dev.new()
plot(dkde(x=bimodal,deriv.order = 0,h=h0[1]),ylim=c(0,0.5),
sub=paste("Kernel Gaussian",";","Derivative order = 0"),
main="Bimodal Gaussian density")
for(i in 1:length(h0)) lines(dkde(x=bimodal,deriv.order = 0,h=h0[i]), col = i)
curve(fx,lty=8,add=TRUE)
legend("topright",title="Bandwidth", c("True",expression(h[bcv1]),
expression(h[bcv2]),expression(h[ucv]),expression(h[tcv]),
expression(h[ccv]),expression(h[mcv])),
lty=c(8,rep(1,length(h0))),col= c("black",seq(h0)),inset = .015)
############################################################################
# KDDE of d/dx f (bimodal gaussian density) #
############################################################################
hbcv1 <- h.bcv(x=bimodal,whichbcv = 1,deriv.order = 1,upper=0.5)$h
hbcv2 <- h.bcv(x=bimodal,whichbcv = 2,deriv.order = 1,upper=0.5)$h
hucv <- h.ucv(x=bimodal,deriv.order = 1)$h
htcv <- h.tcv(x=bimodal,deriv.order = 1)$h
hccv <- h.ccv(x=bimodal,deriv.order = 1)$h
hmcv <- h.mcv(x=bimodal,deriv.order = 1,upper=0.5)$h
h1 <- c(hbcv1,hbcv2,hucv,htcv,hccv,hmcv)
h1
dev.new()
plot(dkde(x=bimodal,deriv.order = 1,h=h1[1]),ylim=c(-0.7,0.7),
sub=paste("Kernel Gaussian",";","Derivative order = 1"),
main="Bimodal Gaussian density derivative")
for(i in 1:length(h1)) lines(dkde(x=bimodal,deriv.order = 1,h=h1[i]), col = i)
curve(fx1,lty=8,add=TRUE)
legend("topright",title="Bandwidth", c("True",expression(h[bcv1]),
expression(h[bcv2]),expression(h[ucv]),expression(h[tcv]),
expression(h[ccv]),expression(h[mcv])),
lty=c(8,rep(1,length(h1))),col= c("black",seq(h1)),inset = .015)
############################################################################
# Example 6 #
# Bimodal Gaussian density derivative #
# CCV and MCV plot #
# derivative order = 0 #
############################################################################
data(bimodal)
dev.new()
plot(h.ccv(bimodal),main="CCV vs MCV",ylab="")
lines(h.mcv(bimodal),col="red")
legend("topright", c("CCV","MCV"),lty=c(1,1),col=c("black","red"), inset = .015)
############################################################################
# derivative order = 1 #
############################################################################
dev.new()
plot(h.ccv(bimodal,deriv.order=1),main="CCV vs UCV",ylab="",ylim=c(-0.7,0.3),
seq.bws=seq(0.05,1,length=50))
lines(h.ucv(bimodal,deriv.order=1),col="red")
legend("topright", c("CCV","UCV"),lty=c(1,1),col=c("black","red"), inset = .015)
############################################################################
# derivative order = 2 #
############################################################################
dev.new()
plot(h.ccv(bimodal,deriv.order=2,upper=0.5),seq.bws=seq(0.1,0.6,length=50),
main="CCV vs MCV",ylab="")
lines(h.ucv(bimodal,deriv.order=2),col="red")
legend("topright", c("CCV","UCV"),lty=c(1,1),col=c("black","red"), inset = .015)
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