Hi Kevin, Clicking on the link I sent gets me there (?), though things are pretty slow at the moment. Perhaps try this related link, and from it get back to the first one:
http://en.wikipedia.org/wiki/Density_estimation You can also get to this via histogram, so search for that in Wiki, and then... HTH, Mark. rkevinburton wrote: > > Sorry I tried WikiPedia and only found: > > Wikipedia does not have an article with this exact name. > > I will try to find some other sources of information. > > Kevin > > ---- Mark Difford <[EMAIL PROTECTED]> wrote: >> > Hi Kevin, > >>> 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: > > This isn't the place for such questions: you need to do some _basic_ > reading > on the subject so that you begin to understand something about the method > you are messing about with. Basically (very basically) it's a smoothed out > histogram. And you will probably (?) know that a histogram is [still used] > to show you how a set of univariate data (random variable) is distributed. > > Perhaps start with http://en.wikipedia.org/wiki/Kernel_density, then go > somewhere else. But since you have access to the web you really should > have > found something like this yourself. > > Regards, Mark. > > > rkevinburton wrote: >> >> 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. >> >> > > -- > View this message in context: > http://www.nabble.com/Help-interpreting-density%28%29.-tp18704955p18707522.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. > > -- View this message in context: http://www.nabble.com/Help-interpreting-density%28%29.-tp18704955p18707787.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.
