OK. Thank you for pointing out my mistake. I still have my original question. How does the output relate to estimating the parameters of a given density? I read that for a gausian kernal:
bw.nrd0 implements a rule-of-thumb for choosing the bandwidth of a Gaussian kernel density estimator. It defaults to 0.9 times the minimum of the standard deviation and the interquartile range divided by 1.34 times the sample size to the negative one-fifth power (= Silverman's ‘rule of thumb’ But how does that relate to say a Poisson distribution or a two-parameter distribution like a normal, beta, or binomial distribution? Thank you. Kevin ---- Mark Difford <[EMAIL PROTECTED]> wrote: > > Hi Kevin, > > >> The documentation indicates that the bw is essentially the sd. > >> > d <- density(rnorm(1000)) > > Not so. The documentation states that the following about "bw": "The kernels > are scaled such that this is the standard deviation of the smoothing > kernel...," which is a very different thing. > > The default bandwidth used by density is ?bw.nrd0. Read that documentation > carefully and all might be clear. > > HTH, Mark. > > > rkevinburton wrote: > > > > I issue the following: > > > >> d <- density(rnorm(1000)) > >> d > > > > and get: > > > > Call: > > density.default(x = rnorm(1000)) > > > > Data: rnorm(1000) (1000 obs.); Bandwidth 'bw' = 0.2235 > > > > x y > > Min. :-3.5157 Min. :2.416e-05 > > 1st Qu.:-1.6892 1st Qu.:1.129e-02 > > Median : 0.1373 Median :7.267e-02 > > Mean : 0.1373 Mean :1.367e-01 > > 3rd Qu.: 1.9639 3rd Qu.:2.693e-01 > > Max. : 3.7904 Max. :4.014e-01 > > > > The documentation indicates that the bw is essentially the sd. Yet I have > > specified an sd of 1? How am I to interpret the ranges of the values? x > > ranges almost from -4 to +4 and y ranges from 0 to 0.4. The mean x is .1 > > which isn't too awfully close to what I would expect (0.0). Then there is: > > > >> d <- density(rpois(1000,0)) > >> d > > > > Call: > > density.default(x = rpois(1000, 0)) > > > > Data: rpois(1000, 0) (1000 obs.); Bandwidth 'bw' = 0.2261 > > > > x y > > Min. :-0.6782 Min. :0.01979 > > 1st Qu.:-0.3391 1st Qu.:0.14073 > > Median : 0.0000 Median :0.57178 > > Mean : 0.0000 Mean :0.73454 > > 3rd Qu.: 0.3391 3rd Qu.:1.32830 > > Max. : 0.6782 Max. :1.76436 > > > > Here I am getting the mean that I expect from a Poisson distribuition but > > y ranges from 0 to 1.75. Again I am not sure what these numbers mean. How > > can I map the output to the standard distirbution description parameters? > > > > Thank you. > > > > Kevin > > > > ______________________________________________ > > 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. > > > > > > -- > View this message in context: > http://www.nabble.com/Help-interpreting-density%28%29.-tp18704955p18706154.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > 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. ______________________________________________ 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.
