[R] Kernel density
Prof Brian Ripley
ripley at stats.ox.ac.uk
Wed May 28 14:41:12 CEST 2003
On Wed, 28 May 2003, Christian Hennig wrote:
> I want to fit a kernel density estimator by bkde of library KernSmooth.
> I need only the density value at the point 0.
> I do not understand the following behaviour:
It's not designed to do that. And why use a linear-binning method for
just one point?
gridsize has to be at least 6, it seems.
> > q <- rnorm(100)
> > bkq <- bkde(q, bandwidth=0.11, gridsize=1, range.x=c(0,0))
> Error in 0:L : NA/NaN argument
> > bkq <- bkde(q, bandwidth=0.11, gridsize=1, range.x=c(-1,1))
> > bkq
>  -1
>  NA
> > bkq <- bkde(q, bandwidth=0.11, gridsize=3, range.x=c(-1,1))
> Warning message:
> longer object length
> is not a multiple of shorter object length in: kappa * gcounts
> > bkq
>  -1 0 1
>  NA NA NA
> > bkq <- bkde(q, bandwidth=0.11, range.x=c(-1,1))
> (works, I get 401 proper y-values)
> Adding truncate=FALSE does not change anything.
> Do I really need to generate 401 (default gridsize) y-fits to extract the
> one value I am interested in? What's the problem with specifying gridsize?
Do read and debug the code, but also consider if this is a useful
thing to do compared to, say,
> density(q, bw=0.11, n=1, from=0, to=0)
density(x = q, bw = 0.11, n = 1, from = 0, to = 0)
Data: q (100 obs.); Bandwidth 'bw' = 0.11
Min. :0 Min. :0.3202
1st Qu.:0 1st Qu.:0.3202
Median :0 Median :0.3202
Mean :0 Mean :0.3202
3rd Qu.:0 3rd Qu.:0.3202
Max. :0 Max. :0.3202
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 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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