R help - May 2003 - Kernel density

Hi,

I want to fit a kernel density estimator by bkde of library KernSmooth.
I need only the density value at the point 0. 
I do not understand the following behaviour:
> q <- rnorm(100) 
> bkq <- bkde(q, bandwidth=0.11, gridsize=1, range.x=c(0,0))
Error in 0:L : NA/NaN argument
> bkq <- bkde(q, bandwidth=0.11, gridsize=1, range.x=c(-1,1))
> bkq
$x
[1] -1

$y
[1] NA
> bkq <- bkde(q, bandwidth=0.11, gridsize=3, range.x=c(-1,1))
Warning message: 
longer object length
	is not a multiple of shorter object length in: kappa * gcounts
> bkq
$x
[1] -1  0  1

$y
[1] NA NA NA
> bkq <- bkde(q, bandwidth=0.11, range.x=c(-1,1))
(works, I get 401 proper y-values)

Adding truncate=FALSE does not change anything.
Do I really need to generate 401 (default gridsize) y-fits to extract the
one value I am interested in? What's the problem with specifying gridsize?

Best,
Christian


-- 
***********************************************************************
Christian Hennig
Seminar fuer Statistik, ETH-Zentrum (LEO), CH-8092 Zuerich (currently)
and Fachbereich Mathematik-SPST/ZMS, Universitaet Hamburg
hennig at stat.math.ethz.ch, http://stat.ethz.ch/~hennig/
hennig at math.uni-hamburg.de, http://www.math.uni-hamburg.de/home/hennig/
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ich empfehle www.boag.de

On Wed, 28 May 2003, Christian Hennig wrote:
> I want to fit a kernel density estimator by bkde of library KernSmooth.
> I need only the density value at the point 0. 
> I do not understand the following behaviour:
It's not designed to do that.  And why use a linear-binning method for
just one point?

gridsize has to be at least 6, it seems.
> > q <- rnorm(100) 
> > bkq <- bkde(q, bandwidth=0.11, gridsize=1, range.x=c(0,0))
> Error in 0:L : NA/NaN argument
> > bkq <- bkde(q, bandwidth=0.11, gridsize=1, range.x=c(-1,1))
> > bkq
> $x
> [1] -1
> 
> $y
> [1] NA
> 
> > bkq <- bkde(q, bandwidth=0.11, gridsize=3, range.x=c(-1,1))
> Warning message: 
> longer object length
> 	is not a multiple of shorter object length in: kappa * gcounts 
> > bkq
> $x
> [1] -1  0  1
> 
> $y
> [1] NA NA NA
> 
> > bkq <- bkde(q, bandwidth=0.11, range.x=c(-1,1))
> (works, I get 401 proper y-values)
> 
> Adding truncate=FALSE does not change anything.
> Do I really need to generate 401 (default gridsize) y-fits to extract the
> one value I am interested in? What's the problem with specifying
gridsize?
Do read and debug the code, but also consider if this is a useful 
thing to do compared to, say,
> density(q, bw=0.11, n=1, from=0, to=0)
Call:
        density(x = q, bw = 0.11, n = 1, from = 0, to = 0)

Data: q (100 obs.);     Bandwidth 'bw' = 0.11

       x                y
 Min.   :0        Min.   :0.3202
 1st Qu.:0        1st Qu.:0.3202
 Median :0        Median :0.3202
 Mean   :0        Mean   :0.3202
 3rd Qu.:0        3rd Qu.:0.3202
 Max.   :0        Max.   :0.3202


-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
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