[R] Parzen Windows

Liaw, Andy andy_liaw at merck.com
Fri Jul 26 17:58:29 CEST 2002


I suspect Prof. Ripley's response suffices.  However, there *is* a Parzen
kernel for kernel smoothing:

Parzen K(z) = { 4/3 - 8z^2 + 8|z|^3  if |z| <= 1/2
                8(1 -|z|)^3/3        if 1/2 < |z| <= 1
                0                    otherwise

If I'm not mistaken, this appeared in Parzen's original 1962 paper on kernel
density estimation.  I also seem to recall that this was available at one
time in ksmooth() in S(plus).

Cheers,
Andy

> From: ripley at stats.ox.ac.uk [mailto:ripley at stats.ox.ac.uk]
> 
> Parzen windows is an engineer's term for kernel density estimation.
> So, see packages KernSmooth, sm, ....
> 
> On Fri, 26 Jul 2002, Adaikalavan Ramasamy wrote:
> 
> > Does anyone know if there is a function in R that fits a 
> Parzen Window ?
> >
> > I have searched the mail archives and the packages to no 
> avail. Perhaps it
> > has a different name or implemented differently. I do not 
> mind trying to
> > write the codes but rather not waste time if one exists 
> already. Many thanks
> > in advance.
> >
> > Adai.
> >
> > 
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> -- 
> Brian D. Ripley,                  ripley at stats.ox.ac.uk
> Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
> University of Oxford,             Tel:  +44 1865 272861 (self)
> 1 South Parks Road,                     +44 1865 272860 (secr)
> Oxford OX1 3TG, UK                Fax:  +44 1865 272595
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