Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Library: xclust

Quantlet: dentoreg
Description: Transforms density data to a regression data using variance stabilizing transform. Divides the sample space into bins, calculates the counts y_i of observations from every bin, and gives the values 2*sqrt(y_i+3/8) as a regression variable.

Usage: regdat = dentoreg (dendat, binlkm)
Input:
dendat n x p matrix: data matrix of i.i.d. observations.
binlkm integer >=2: gives number of bins for a single dimension
Output:
regdat list, consists of regdat.dep, regdat.ind: regdat.dep is (binlkm^p) x 1 vector, it contains the values of the new response variable, regdat.ind is (binlkm^p) x p matrix, it contains the coordinates of the centers of the bins, these are the new regression variables.

Note:

Example:

; loads the library xclust

library ("xclust")

; generate the density data

randomize(1)

dendat=uniform(10)~(uniform(10)+1)

dendat

; transform the density data to a regression data

regdat=dentoreg(dendat,4)

regdat

Result:



Contents of dendat    

[ 1,] 0.000433 1.927735 

[ 2,] 0.734705 1.319243 

[ 3,] 0.024197 1.704184 

[ 4,] 0.503982 1.916961 

[ 5,] 0.036124 1.980276 

[ 6,] 0.117048 1.837946 

[ 7,] 0.740534 1.158730 

[ 8,] 0.177876 1.672693 

[ 9,] 0.136730 1.501657 

[10,] 0.760207 1.945274 

Contents of regdat.dep

[ 1,] 1.224745 

[ 2,] 1.224745 

[ 3,] 1.224745 

[ 4,] 3.082207 

[ 5,] 2.345208 

[ 6,] 1.224745 

[ 7,] 1.224745 

[ 8,] 1.224745 

[ 9,] 3.082207 

[10,] 1.224745 

[11,] 1.224745 

[12,] 1.224745 

[13,] 3.674235 

[14,] 1.224745 

[15,] 2.345208 

[16,] 2.345208 

Contents of regdat.ind

[ 1,] 0.095404 1.261423 

[ 2,] 0.285348 1.261423 

[ 3,] 0.475292 1.261423 

[ 4,] 0.665236 1.261423 

[ 5,] 0.095404 1.466810 

[ 6,] 0.285348 1.466810 

[ 7,] 0.475292 1.466810 

[ 8,] 0.665236 1.466810 

[ 9,] 0.095404 1.672196 

[10,] 0.285348 1.672196 

[11,] 0.475292 1.672196 

[12,] 0.665236 1.672196 

[13,] 0.095404 1.877583 

[14,] 0.285348 1.877583 

[15,] 0.475292 1.877583 

[16,] 0.665236 1.877583  


Library: xclust

Keywords - Function groups - @ A B C D E F G H I J K L M N O P Q R S T U V W X Y Z

Author: Jussi Klemelae, 980323
(C) MD*TECH Method and Data Technologies, 21.9.2000