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: smoother
See also: denestp

Quantlet: denxestp
Description: estimates a p-dimensional density by kernel density estimation. The computation uses WARPing.

Usage: fh = denxestp(x {,h {,K} {,v} })
Input:
x n x p matrix, the data.
h scalar or p x 1 vector, bandwidth. If not given, the rule of thumb bandwidth computed by denrotp is used (Scott's rule of thumb).
K string, kernel function on [-1,1]^p. If not given, the product Quartic kernel "qua" is used.
v m x p, values of the independent variable on which to compute the regression. If not given, a grid of length 100 (p=1), length 30 (p=2) and length 8 (p=3) is used in case of p<4. When p>=4 then v is set to x.
Output:
fh n x (p+1) or m x (p+1) matrix, the first p columns contain the grid or the sorted x[,1:p], the second column contains the density estimate on the values of the first p columns.

Note:

Example:

library("smoother")                                       

library("plot")

;

x  = read("geyser")     ; read data         

fh = denxestp(x)        ; estimate density

;

fh = setmask(fh,"surface")

plot(fh)                ; graph density estimate

setgopt(plotdisplay,1,1,"title","ROTATE!")

Result:

The kernel density estimate for the Geyser data is    

computed using the Quartic kernel and bandwidth

according to Scott's rule of thumb (default).

The display shows the surface of the resulting 

function.

Example:

library("smoother")                                       

library("plot")

;

x  = read("bank2.dat")            ; read data                    

x  = x[,4:6]                      ; columns 4 to 6

fh = denxestp(x,1.5,"qua")        ; estimate density

;

c  = (max(fh[,4])-min(fh[,4])).*(1:4)./5 ; levels

cfh= grcontour3(fh,c,1:4)                ; contours

plot(cfh)                         ; graph contours

setgopt(plotdisplay,1,1,"title","ROTATE!")

Result:

The kernel density estimate for the last three 

variables of the Swiss banknote data is computed 

using the Quartic kernel and bandwidth h=1.5. 

The display shows a contour plot of the resulting 

function.


Library: smoother
See also: denestp

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: Marlene Mueller, 990413
(C) MD*TECH Method and Data Technologies, 21.9.2000