np.distribution: Kernel Distribution Estimation with Mixed Data Types

In np: Nonparametric Kernel Smoothing Methods for Mixed Data Types

Kernel Distribution Estimation with Mixed Data Types

Description

npudist computes kernel unconditional cumulative distribution estimates on evaluation data, given a set of training data and a bandwidth specification (a dbandwidth object or a bandwidth vector, bandwidth type, and kernel type) using the method of Li, Li and Racine (2017).

Usage

npudist(bws, ...)

## S3 method for class 'formula'
npudist(bws, data = NULL, newdata = NULL, ...)

## S3 method for class 'dbandwidth'
npudist(bws,
        tdat = stop("invoked without training data 'tdat'"),
        edat,
        ...)

## S3 method for class 'call'
npudist(bws, ...)

## Default S3 method:
npudist(bws, tdat, ...)

Arguments

bws	a dbandwidth specification. This can be set as a dbandwidth object returned from an invocation of npudistbw, or as a p-vector of bandwidths, with an element for each variable in the training data. If specified as a vector, then additional arguments will need to be supplied as necessary to change them from the defaults to specify the bandwidth type, kernel types, training data, and so on.
...	additional arguments supplied to specify the training data, the bandwidth type, kernel types, and so on. This is necessary if you specify bws as a p-vector and not a dbandwidth object, and you do not desire the default behaviours. To do this, you may specify any of bwscaling, bwtype, ckertype, ckerorder, okertype, as described in npudistbw.
tdat	a p-variate data frame of sample realizations (training data) used to estimate the cumulative distribution. Defaults to the training data used to compute the bandwidth object.
edat	a p-variate data frame of cumulative distribution evaluation points. By default, evaluation takes place on the data provided by tdat.
data	an optional data frame, list or environment (or object coercible to a data frame by as.data.frame) containing the variables in the model. If not found in data, the variables are taken from environment(bws), typically the environment from which npudistbw was called.
newdata	An optional data frame in which to look for evaluation data. If omitted, the training data are used.

Details

Typical usages are (see below for a complete list of options and also the examples at the end of this help file)

    Usage 1: first compute the bandwidth object via npudistbw and then
    compute the cumulative distribution:
    
    bw <- npudistbw(~y)
    Fhat <- npudist(bw)
    
    Usage 2: alternatively, compute the bandwidth object indirectly:
    
    Fhat <- npudist(~y)
    
    Usage 3: modify the default kernel and order:
    
    Fhat <- npudist(~y, ckertype="epanechnikov", ckerorder=4)

    Usage 4: use the data frame interface rather than the formula
    interface:

    Fhat <- npudist(tdat = y, ckertype="epanechnikov", ckerorder=4)
  

npudist implements a variety of methods for estimating multivariate cumulative distributions (p-variate) defined over a set of possibly continuous and/or discrete (ordered) data. The approach is based on Li and Racine (2003) who employ ‘generalized product kernels’ that admit a mix of continuous and discrete data types.

Three classes of kernel estimators for the continuous data types are available: fixed, adaptive nearest-neighbor, and generalized nearest-neighbor. Adaptive nearest-neighbor bandwidths change with each sample realization in the set, x_i, when estimating the cumulative distribution at the point x. Generalized nearest-neighbor bandwidths change with the point at which the cumulative distribution is estimated, x. Fixed bandwidths are constant over the support of x.

Data contained in the data frame tdat (and also edat) may be a mix of continuous (default) and ordered discrete (to be specified in the data frame tdat using the ordered command). Data can be entered in an arbitrary order and data types will be detected automatically by the routine (see np for details).

A variety of kernels may be specified by the user. Kernels implemented for continuous data types include the second, fourth, sixth, and eighth-order Gaussian and Epanechnikov kernels, and the uniform kernel. Ordered data types use a variation of the Wang and van Ryzin (1981) kernel.

Value

npudist returns a npdistribution object. The generic accessor functions fitted and se extract estimated values and asymptotic standard errors on estimates, respectively, from the returned object. Furthermore, the functions predict, summary and plot support objects of both classes. The returned objects have the following components:

eval	the evaluation points.
dist	estimate of the cumulative distribution at the evaluation points
derr	standard errors of the cumulative distribution estimates

Usage Issues

If you are using data of mixed types, then it is advisable to use the data.frame function to construct your input data and not cbind, since cbind will typically not work as intended on mixed data types and will coerce the data to the same type.

Author(s)

Tristen Hayfield [e-mail], Jeffrey S. Racine [e-mail]

References

Aitchison, J. and C.G.G. Aitken (1976), “ Multivariate binary discrimination by the kernel method,” Biometrika, 63, 413-420.

Li, Q. and J.S. Racine (2007), Nonparametric Econometrics: Theory and Practice, Princeton University Press.

Li, Q. and J.S. Racine (2003), “Nonparametric estimation of distributions with categorical and continuous data,” Journal of Multivariate Analysis, 86, 266-292.

Li, C. and H. Li and J.S. Racine (2017), “Cross-Validated Mixed Datatype Bandwidth Selection for Nonparametric Cumulative Distribution/Survivor Functions,” Econometric Reviews, 36, 970-987.

Ouyang, D. and Q. Li and J.S. Racine (2006), “Cross-validation and the estimation of probability distributions with categorical data,” Journal of Nonparametric Statistics, 18, 69-100.

Pagan, A. and A. Ullah (1999), Nonparametric Econometrics, Cambridge University Press.

Scott, D.W. (1992), Multivariate Density Estimation. Theory, Practice and Visualization, New York: Wiley.

Silverman, B.W. (1986), Density Estimation, London: Chapman and Hall.

Wang, M.C. and J. van Ryzin (1981), “A class of smooth estimators for discrete distributions,” Biometrika, 68, 301-309.

See Also

npudistbw , density

Examples

## Not run: 
# EXAMPLE 1 (INTERFACE=FORMULA): For this example, we load Giovanni
# Baiocchi's Italian GDP panel (see Italy for details), then create a
# data frame in which year is an ordered factor, GDP is continuous,
# compute bandwidths using cross-validation, then create a grid of data
# on which the cumulative distribution will be evaluated for plotting
# purposes.

data("Italy")
attach(Italy)

# Compute bandwidths using cross-validation (default).

bw <- npudistbw(formula=~ordered(year)+gdp)

# At this stage you could use npudist() to do a variety of things. Here
# we compute the npudist() object and place it in Fhat.

Fhat <- npudist(bws=bw)

# Note that simply typing the name of the object returns some useful
# information. For more info, one can call summary:

summary(Fhat)

# Next, we illustrate how to create a grid of `evaluation data' and feed
# it to the perspective plotting routines in R, among others.

# Create an evaluation data matrix

year.seq <- sort(unique(year))
gdp.seq <- seq(1,36,length=50)
data.eval <- expand.grid(year=year.seq,gdp=gdp.seq)

# Generate the estimated cumulative distribution computed for the
# evaluation data

Fhat <- fitted(npudist(bws=bw, newdata=data.eval))

# Coerce the data into a matrix for plotting with persp()

F <- matrix(Fhat, length(unique(year)), 50)

# Next, create a 3D perspective plot of the CDF F, and a 2D
# contour plot.

persp(as.integer(levels(year.seq)), gdp.seq, F, col="lightblue",
      ticktype="detailed", ylab="GDP", xlab="Year", zlab="Density",
      theta=300, phi=50)

# Sleep for 5 seconds so that we can examine the output...

Sys.sleep(5)

contour(as.integer(levels(year.seq)), 
        gdp.seq, 
        F, 
        xlab="Year", 
        ylab="GDP", 
        main = "Cumulative Distribution Contour Plot", 
        col=topo.colors(100))

# Sleep for 5 seconds so that we can examine the output...

Sys.sleep(5)

# Alternatively, you could use the plot() command (<ctrl>-C will
# interrupt on *NIX systems, <esc> will interrupt on MS Windows
# systems).

plot(bw)

detach(Italy)

# EXAMPLE 1 (INTERFACE=DATA FRAME): For this example, we load Giovanni
# Baiocchi's Italian GDP panel (see Italy for details), then create a
# data frame in which year is an ordered factor, GDP is continuous,
# compute bandwidths using cross-validation, then create a grid of data
# on which the cumulative distribution will be evaluated for plotting
# purposes.

data("Italy")
attach(Italy)

data <- data.frame(year=ordered(year), gdp)

# Compute bandwidths using cross-validation (default).

bw <- npudistbw(dat=data)

# At this stage you could use npudist() to do a variety of
# things. Here we compute the npudist() object and place it in Fhat.

Fhat <- npudist(bws=bw)

# Note that simply typing the name of the object returns some useful
# information. For more info, one can call summary:

summary(Fhat)

# Next, we illustrate how to create a grid of `evaluation data' and feed
# it to the perspective plotting routines in R, among others.

# Create an evaluation data matrix

year.seq <- sort(unique(year))
gdp.seq <- seq(1,36,length=50)
data.eval <- expand.grid(year=year.seq,gdp=gdp.seq)

# Generate the estimated cumulative distribution computed for the
# evaluation data

Fhat <- fitted(npudist(edat = data.eval, bws=bw))

# Coerce the data into a matrix for plotting with persp()

F <- matrix(Fhat, length(unique(year)), 50)

# Next, create a 3D perspective plot of the CDF F, and a 2D
# contour plot.

persp(as.integer(levels(year.seq)), gdp.seq, F, col="lightblue",
      ticktype="detailed", ylab="GDP", xlab="Year",
      zlab="Cumulative Distribution",
      theta=300, phi=50)

# Sleep for 5 seconds so that we can examine the output...

Sys.sleep(5)

contour(as.integer(levels(year.seq)),
        gdp.seq, 
        F, 
        xlab="Year", 
        ylab="GDP", 
        main = "Cumulative Distribution Contour Plot", 
        col=topo.colors(100))

# Sleep for 5 seconds so that we can examine the output...

Sys.sleep(5)

# Alternatively, you could use the plot() command (<ctrl>-C will
# interrupt on *NIX systems, <esc> will interrupt on MS Windows
# systems).

plot(bw)

detach(Italy)

# EXAMPLE 2 (INTERFACE=FORMULA): For this example, we load the old
# faithful geyser data and compute the cumulative distribution function.

library("datasets")
data("faithful")
attach(faithful)

# Note - this may take a few minutes depending on the speed of your
# computer...

bw <- npudistbw(formula=~eruptions+waiting)

summary(bw)

# Plot the cumulative distribution function (<ctrl>-C will interrupt on
# *NIX systems, <esc> will interrupt on MS Windows systems). Note that
# we use xtrim = -0.2 to extend the plot outside the support of the data
# (i.e., extend the tails of the estimate to meet the horizontal axis).

plot(bw, xtrim=-0.2)

detach(faithful)

# EXAMPLE 2 (INTERFACE=DATA FRAME): For this example, we load the old
# faithful geyser data and compute the cumulative distribution function.

library("datasets")
data("faithful")
attach(faithful)

# Note - this may take a few minutes depending on the speed of your
# computer...

bw <- npudistbw(dat=faithful)

summary(bw)

# Plot the cumulative distribution function (<ctrl>-C will interrupt on
# *NIX systems, <esc> will interrupt on MS Windows systems). Note that
# we use xtrim = -0.2 to extend the plot outside the support of the data
# (i.e., extend the tails of the estimate to meet the horizontal axis).

plot(bw, xtrim=-0.2)

detach(faithful)

## End(Not run) 

np documentation built on March 31, 2023, 9:41 p.m.