[R] Nonparametric bivariate distribution estimation and sampling

heyi xiao xiaoheyiyh at yahoo.com
Fri Mar 23 17:17:51 CET 2012


Dear all,
I have a bivariate dataset from a preliminary study. I want to do two things: (1) estimate the probability density of this bivariate distribution using some nonparametric method (kernel, spline etc); (2) sample a big dataset from this bivariate distribution for a simulation study.
Is there any good method or package I can use in R for my work? I don’t want parametric models like bivariate normal distribution etc, as I would like to accurate model my data. I don’t want to use the bootstrapping approach, i.e. sampling with replacement, as this will generate lots of duplicate data points. Any thoughts or input will be highly appreciated!
Heyi




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