| 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.
|
| 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 |