kde2d { MASS }R Documentation

Two-Dimensional Kernel Density Estimation

Description

Two-dimensional kernel density estimation with an axis-aligned bivariate normal kernel, evaluated on a square grid.

Usage
kde2d(x, y, h, n = 25, lims = c(range(x), range(y)))
Arguments
x

x coordinate of data

y

y coordinate of data

h

vector of bandwidths for x and y directions. Defaults to normal reference bandwidth (see < code >bandwidth.nrd). A scalar value will be taken to apply to both directions.

n

Number of grid points in each direction. Can be scalar or a length-2 integer vector.

lims

The limits of the rectangle covered by the grid as < code >c(xl, xu, yl, yu).

Value

A list of three components.

x, y

The x and y coordinates of the grid points, vectors of length < code >n.

z

An < code >n[1] by < code >n[2] matrix of the estimated density: rows correspond to the value of < code >x, columns to the value of < code >y.

References

Venables, W. N. and Ripley, B. D. (2002) < em >Modern Applied Statistics with S. Fourth edition. Springer.

Examples
attach(geyser)
plot(duration, waiting, xlim = c(0.5,6), ylim = c(40,100))
f1 <- kde2d(duration, waiting, n = 50, lims = c(0.5, 6, 40, 100))
image(f1, zlim = c(0, 0.05))
f2 <- kde2d(duration, waiting, n = 50, lims = c(0.5, 6, 40, 100),
            h = c(width.SJ(duration), width.SJ(waiting)) )
image(f2, zlim = c(0, 0.05))
persp(f2, phi = 30, theta = 20, d = 5)

plot(duration[-272], duration[-1], xlim = c(0.5, 6),
     ylim = c(1, 6),xlab = "previous duration", ylab = "duration")
f1 <- kde2d(duration[-272], duration[-1],
            h = rep(1.5, 2), n = 50, lims = c(0.5, 6, 0.5, 6))
contour(f1, xlab = "previous duration",
        ylab = "duration", levels  =  c(0.05, 0.1, 0.2, 0.4) )
f1 <- kde2d(duration[-272], duration[-1],
            h = rep(0.6, 2), n = 50, lims = c(0.5, 6, 0.5, 6))
contour(f1, xlab = "previous duration",
        ylab = "duration", levels  =  c(0.05, 0.1, 0.2, 0.4) )
f1 <- kde2d(duration[-272], duration[-1],
            h = rep(0.4, 2), n = 50, lims = c(0.5, 6, 0.5, 6))
contour(f1, xlab = "previous duration",
        ylab = "duration", levels  =  c(0.05, 0.1, 0.2, 0.4) )
detach("geyser")

[ Package MASS version 7.3-51.1 Index ]