ks (version 1.7.0)

kde: Kernel density estimate for multivariate data

Description

Kernel density estimate for 1- to 6-dimensional data.

Usage

kde(x, H, h, gridsize, gridtype, xmin, xmax, supp=3.7, eval.points,
    binned=FALSE, bgridsize, positive=FALSE, adj.positive, w,
    compute.cont=FALSE, approx.cont=TRUE)
kda.kde(x, x.group, Hs, hs, prior.prob=NULL, gridsize, xmin, xmax,
    supp=3.7, eval.points=NULL, binned=FALSE, bgridsize, w,
    compute.cont=FALSE, approx.cont=TRUE)

Arguments

x

matrix of data values

x.group

vector of group labels

H,Hs

bandwidth matrix(ces)

h,hs

scalar bandwidth(s)

prior.prob

vector of prior probabilities

gridsize

vector of number of grid points

gridtype

not yet implemented

xmin

vector of minimum values for grid

xmax

vector of maximum values for grid

supp

effective support for standard normal is [-supp, supp]

eval.points

points at which density estimate is evaluated

binned

flag for binned estimation. Default is FALSE.

bgridsize

vector of binning grid sizes

positive

flag if 1-d data are positive. Default is FALSE.

adj.positive

adjustment added to data i.e. when positive=TRUE KDE is carried out on log(x + adj.positive). Default is the minimum of x.

w

vector of weights (non-negative and sum is equal to sample size)

compute.cont

flag for computing probability contour levels from 1% to 99%. Default is FALSE.

approx.cont

flag for computing approximate probability contour levels. Default is TRUE.

Value

• --The result from kde is a kernel density estimate which is an object of class kde:
• x
  data points - same as input
• eval.points
  points at which the density estimate is evaluated
• estimate
  density estimate at eval.points
• H
  bandwidth matrix
• h
  scalar bandwidth (1-d only)
• w
  weights
• cont
  probability contour levels
• --The result from kda.kde is a density estimate for discriminant analysis is an object of class kda.kde:
• x
  data points - same as input
• x.group
  group labels - same as input
• eval.points
  points that density estimate is evaluated at
• estimate
  density estimate at eval.points
• prior.prob
  prior probabilities
• H
  bandwidth matrices (>1-d only) or
• h
  bandwidths (1-d only)
• cont
  probability contour levels
• w
  weights

Details

For d = 1, 2, 3, 4, and if eval.points is not specified, then the density estimate is computed over a grid defined by gridsize (if binned=FALSE) or by bgridsize (if binned=TRUE).

For d = 1, 2, 3, 4, and if eval.points is specified, then the density estimate is computed exactly at eval.points. For d > 4, the kernel density estimate is computed exactly and eval.points must be specified.

The default xmin is min(x) - Hmax*supp and xmax is max(x) + Hmax*supp where Hmax is the maximum of the diagonal elements of H.The default weights w is a vector of all ones.

If you have prior probabilities then set prior.prob to these. Otherwise prior.prob=NULL is the default i.e. use the sample proportions as estimates of the prior probabilities.

See Also

plot.kde, plot.kda.kde

Examples

### See examples in ? plot.kde, ? plot.kda.kde