Group: | Statistical Data Analysis |
Topic: | Nonparametric Methods |
See also: | isoreg sknn rmed l1line lowess |
Function: | sker | |
Description: |
sker computes a direct kernel estimate without binning from scatter plot data.
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Usage: | z = sker (x, h, K, y {, xest}) | |
Input: | ||
x | n x p x d1 x ... x dn array | |
h | 1 x p x d1 x ... x dn array (global bandwidth) | |
n x p x d1 x ... x dn array (local bandwidth) | ||
K | text (kernel) | |
y | n x m x d1 x ... x dn array | |
xest | k x p x d1 x ... x dn array | |
Output: | ||
z | k x m x d1 x ... x dn array |
library("kernel") ; loading the quartic kernel x = 2.*uniform(100)-1 x = sort(x) y = 5*x^2+0.5*normal(100) d = createdisplay(1,1) ; r = sker (x, 0.25, "qua", y) f = sker (x, 0.25, "qua", matrix(100)) mh = r./f ; nadaraya-watson estimator on x show(d, 1, 1, x~y, x~mh) ; continuing using xest xest = 2.*(0:100)/100-1 r = sker (x, 0.25, "qua", y, xest) f = sker (x, 0.25, "qua", matrix(100), xest) mh = r./f ; nadaraya-watson estimator on xest show(d, 1, 1, x~y, xest~mh)
Group: | Statistical Data Analysis |
Topic: | Nonparametric Methods |
See also: | isoreg sknn rmed l1line lowess |