-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf
Of li li
Sent: Thursday, August 09, 2012 6:55 AM
To: dcarlson at tamu.edu
Cc: r-help
Subject: Re: [R] Density
Hi David,
Thanks a lot for the reply.
I might not have stated the problem clearly. Let me try again.
Given a set of observations X, I want to find out the estimated density
values for the observations X?
I believe that the values "x" returned from "density" function is not the
observations
that are fed into the function and the returned "y" values are estimated
density values for "x".
Below are in the R manual
x
the n coordinates of the points where the density is estimated.
y
the estimated density values. These will be non-negative, but can be zero.
We can also check this using the code below.
X <- rnorm(100)
density(X)-> den0
den0
X[1:10]
(den0$x)[1:10]
(den0$y)[1:10]
round(dnorm((den0$x)[1:10]), 6)
round(dnorm(X[1:10]), 6)
Thank you.
Hannah
2012/8/8 David L Carlson <dcarlson at tamu.edu>
The numbers are there, they just aren't listed by the default print method
for density. When you type the object name, den0, R runs
print.density(den0) which provides summary statistics. You need to look at
the manual page (?density) and pay close attention to the section labeled
"Value" which provides information about what values are returned by the
function.
str(den0)
den0$x
den0$y
plot(den0$x, den0$y, typ="l")
----------------------------------------------
David L Carlson
Associate Professor of Anthropology
Texas A&M University
College Station, TX 77843-4352
-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-
project.org] On Behalf Of li li
Sent: Wednesday, August 08, 2012 9:03 PM
To: r-help
Subject: [R] Density
Dear all,
Given a set of observations X, I want to evaluate the kernel density
estimator
at these observed values. If I do the following, I do not get the those
estimated values directly.
Can anyone familiar with this give an idea on how to find out the
estimated
density values for X?
Call:
density.default(x = X)
Data: X (100 obs.); Bandwidth 'bw' = 0.354
x y
Min. :-3.2254 Min. :0.0002658
1st Qu.:-1.6988 1st Qu.:0.0359114
Median :-0.1721 Median :0.1438772
Mean :-0.1721 Mean :0.1635887
3rd Qu.: 1.3545 3rd Qu.:0.2866889
Max. : 2.8812 Max. :0.3776935
I did write the code for the kernel density
estimator myself. So once I find a proper bandwidth,
I can use the following function. However, it would be nicer
if there is a more direct way.
+ h <- density(X, bw="SJ")$bw
+ n <- length(X)
+ 1/(n*h)*sum(dnorm((x-X)/h))}
est <- numeric(length(X))
for (i in 1:length(X)){est[i] <- fhat(x=X[i], X=X)}
Thanks in advance.
Hannah
[[alternative HTML version deleted]]