Also what if the grid matrix is not squared? How can I then find this kernel
density matrix/

Thanks a lot.

On Mon, Nov 30, 2009 at 4:56 PM, Trafim <rdapamoga@gmail.com> wrote:

> You are right.
> I brought this example just to see how to use its with two time series. In
> reality I have price process and returns, and I need conditional density.
>
> Will highly appreciate your help.
>
> I found function kde2d but cannot understand how to call for the values of
> the matrix.
>
>
>
> On Mon, Nov 30, 2009 at 4:48 PM, David Winsemius <dwinsemius@comcast.net>wrote:
>
>>
>> On Nov 30, 2009, at 9:30 AM, Trafim wrote:
>>
>>  Unfortunately, it doesn't work.
>>> Can you, please, help me with it?
>>>
>>>  In order to support the notion of a 2 dimensional distribution, you need
>> a function that depends on ... 2 dimensions. All you have at the moment are
>> two different one-dimensional functions.
>>
>> What is you goal in this effort?
>>
>> --
>> David.
>>
>>  Thanks a lot.
>>>
>>> On Mon, Nov 30, 2009 at 2:53 PM, Trafim <rdapamoga@gmail.com> wrote:
>>>
>>>  Seems that I found it - kde2d
>>>>
>>>>
>>>> On Mon, Nov 30, 2009 at 2:36 PM, Trafim <rdapamoga@gmail.com> wrote:
>>>>
>>>>  Hi everybody,
>>>>>
>>>>> I am looking for the possibility in R to estimate joint density, just
>>>>> for
>>>>> example:
>>>>>
>>>>> x <- seq(1,40,1)
>>>>> y <- 2*x+1+5*rnorm(length(x))
>>>>> y1 <- x^3+.5*rnorm(length(x))
>>>>>
>>>>> Is there a way to approximate the density function s.t. I will later be
>>>>> able to calculate f(Y=y, Y1=y1)
>>>>>
>>>>> Thanks a lot
>>>>>
>>>>>
>>>>>
>>>>
>>>        [[alternative HTML version deleted]]
>>>
>>>
>>> ______________________________________________
>>> R-help@r-project.org mailing list
>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>> PLEASE do read the posting guide
>>> http://www.R-project.org/posting-guide.html
>>> and provide commented, minimal, self-contained, reproducible code.
>>>
>>
>> David Winsemius, MD
>> Heritage Laboratories
>> West Hartford, CT
>>
>>
>

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