Description Usage Arguments Value Examples
Promotion of an S3 class to virtual S4
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x |
numeric object or formula |
... |
additional arguments to be passed on to methods |
n |
integer: number of points to use in the output |
from, to |
lower and upper values of x to use in the output |
lower, upper |
lower and upper known limits to the support, and hence points at which to fold the density |
eps |
just the tiniest bit, so tiny you would never see it in a million years... |
data |
data frame or environment from which to get the data |
normalise |
logical: should the result be re-normalized to have total area unity? |
a density
object
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 | set.seed(123)
oldPar <- par(bg = "beige", font = 2, mar = c(5,5,4,1)+0.1, las = 1)
for(N in c(50, 500, 5000)) {
x <- rexp(N, 2)
dx <- density(x)
dx0 <- update(dx, lower = 0)
plot(dx0, col = "red", lwd = 2, bty = "n", main = "KDE Estimation",
xlab = "x", sub = paste("Sample size =", N),
ylab = expression(f[X](x)*', '*X*' ~ '*exponential(2)),
xlim = xrange(dx, dx0),
ylim = yrange(dexp(0, 2), dx, dx0))
lines(dx, col = "grey", lwd = 2)
curve(dexp(x, 2), add = TRUE, n = 1000, col = "dark green", xpd = NA)
lines(density_histogram(x, binWidth(0.125)), col = alpha("blue", 0.5))
rug(x, col = alpha("red", (order(order(x))/N)^0.25))
grid()
legend("center", text.font = 2,
c("naive KDE", "KDE folded at 0", "naive density histogram", "true density"),
col = c("grey", "red", alpha("blue", 0.5), "dark green"),
lty = "solid", lwd = 2, cex = 0.8, bty = "n",
title = "Method")
}
par(oldPar)
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