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Nicola Sturaro Sommacal (Quantide srl)

2010-Nov-02 10:04 UTC

[R] density() function: differences with S-PLUS

Hello!

Someone know what are the difference between R and S-PLUS in the density()
function?

For example, I would like to reply this simple S-PLUS code in R, but I don't
understand which parameter I should modify to get the same results.

S-PLUS CODE:
density(1:1000, width = 4)

R-CODE:
density(1:1000, bw = 4, window = "g",  n = 50, cut = 0.75)

I obtain the same x values, but different y values. I try also different
examples, with different parameter.

Can you help me?

Thank you in advance.

Nicola Sturaro

	[[alternative HTML version deleted]]

Joshua Wiley

2010-Nov-02 16:56 UTC

head link

[R] density() function: differences with S-PLUS

Dear Nicola,

There are undoubtedly people here who are familiar with both S+ and R,
but they may not always be around or get to every question.  In that
case there are (at least) two good options for you:

1) Say what you want mathematically (something of a universal
language) or statistically

2) Rather than just give us S+ code, show sample data (e.g., 1:1000),
and the values you would like obtained (in this case whatever the
output from S+ was).  This would let us *try* to figure out what
happened and duplicate it in R.
>From the arcane step of reading R's documentation for density
(?density):
width: this exists for compatibility with S; if given, and ?bw? is
          not, will set ?bw? to ?width? if this is a character string,
          or to a kernel-dependent multiple of ?width? if this is
          numeric.

Which makes me wonder if this works for you (in R)?

density(1:1000, width = 4)


Cheers,

Josh


On Tue, Nov 2, 2010 at 3:04 AM, Nicola Sturaro Sommacal (Quantide srl)
<mailinglist at sturaro.net> wrote:> Hello!
>
> Someone know what are the difference between R and S-PLUS in the density()
> function?
>
> For example, I would like to reply this simple S-PLUS code in R, but I
don't
> understand which parameter I should modify to get the same results.
>
> S-PLUS CODE:
> density(1:1000, width = 4)
>
> R-CODE:
> density(1:1000, bw = 4, window = "g", ?n = 50, cut = 0.75)
>
> I obtain the same x values, but different y values. I try also different
> examples, with different parameter.
>
> Can you help me?
>
> Thank you in advance.
>
> Nicola Sturaro
>
> ? ? ? ?[[alternative HTML version deleted]]
>
> ______________________________________________
> R-help at 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.
>


-- 
Joshua Wiley
Ph.D. Student, Health Psychology
University of California, Los Angeles
http://www.joshuawiley.com/

William Dunlap

2010-Nov-02 20:30 UTC

head link

[R] density() function: differences with S-PLUS

> -----Original Message-----
> From: r-help-bounces at r-project.org 
> [mailto:r-help-bounces at r-project.org] On Behalf Of Nicola 
> Sturaro Sommacal (Quantide srl)
> Sent: Tuesday, November 02, 2010 3:05 AM
> To: r-help at r-project.org
> Subject: [R] density() function: differences with S-PLUS
> 
> Hello!
> 
> Someone know what are the difference between R and S-PLUS in 
> the density()
> function?
> 
> For example, I would like to reply this simple S-PLUS code in 
> R, but I don't
> understand which parameter I should modify to get the same results.
> 
> S-PLUS CODE:
> density(1:1000, width = 4)
> 
> R-CODE:
> density(1:1000, bw = 4, window = "g",  n = 50, cut = 0.75)
> 
> I obtain the same x values, but different y values. I try 
> also different
> examples, with different parameter.
I needed to use the to= and from= arguments to get the same
set of x values in R and S+.  E.g.,
  z <- density(x=0, width=3, window="gaussian",
             n=2001, from=-10, to=10, cut=0.75)
gave identical x outputs in R and S+.  By using x=0
you can see the difference in the gaussian-based kernel
used by R and Splus:
  plot(z$x, z$y, pch=".", log="y")
Splus, as its help("density") states", uses a truncated
Gaussian kernel:
  "The "gaussian" window is truncated at 4
  standard deviations (and then scaled
  appropriately to adjust for the truncated
  area)."
R appears to not truncate the Gaussian kernel. 

Bill Dunlap
Spotfire, TIBCO Software
wdunlap tibco.com  
> Can you help me?
> 
> Thank you in advance.
> 
> Nicola Sturaro
> 
> 	[[alternative HTML version deleted]]
> 
> ______________________________________________
> R-help at 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.
>

Nicola Sturaro Sommacal (Quantide srl)

2010-Nov-03 17:26 UTC

head link

[R] density() function: differences with S-PLUS

Dear William,

thank you very much for your reply. I see it only after my reply to Joshua.

Unfortunately I cannot try until tomorrow, because I don't have S-PLUS on
this machine.

Thanks again.

Nicola



2010/11/3 William Dunlap <wdunlap@tibco.com>
> Did you get my reply (1:31pm PST Tuesday)
> to your request?  It showed how you needed
> to use the from= and to= argument to density
> to get identical x components to the output
> and that the small differences in the y
> component were due to S+ truncating the
> gaussian kernel at +- 4 standard deviations
> from the center while R does not truncate
> the gaussian kernel (it output looks like it
> uses a Fourier transform to do the convolution).
>
>
> Bill Dunlap
> Spotfire, TIBCO Software
> wdunlap tibco.com
>
> > -----Original Message-----
> > From: r-help-bounces@r-project.org
> > [mailto:r-help-bounces@r-project.org] On Behalf Of Nicola
> > Sturaro Sommacal (Quantide srl)
> > Sent: Wednesday, November 03, 2010 3:34 AM
> > To: Joshua Wiley
> > Cc: r-help@r-project.org
> > Subject: Re: [R] density() function: differences with S-PLUS
> >
> > Dear Joshua,
> >
> > first of all, thank you very much for reply. I hoped that
> > someone who's
> > familiar with both S+ and R can reply to me, because I spent
> > some hours to
> > looking for a solution.
> >
> > If someone else would try, this is the SPLUS code and output,
> > while below
> > there is the R code. I obtain the same x values, while y values are
> > differents for both examples.
> >
> > Thank you very much.
> >
> > Nicola
> >
> >
> > ### S-PLUS CODE AND OUTPUT ###
> >
> > > density(1:1000, width = 4)
> > $x:
> >  [1]    -2.00000    18.51020    39.02041    59.53061    80.04082
> > 100.55102   121.06122
> >  [8]   141.57143   162.08163   182.59184   203.10204   223.61224
> > 244.12245   264.63265
> > [15]   285.14286   305.65306   326.16327   346.67347   367.18367
> > 387.69388   408.20408
> > [22]   428.71429   449.22449   469.73469   490.24490   510.75510
> > 531.26531   551.77551
> > [29]   572.28571   592.79592   613.30612   633.81633   654.32653
> > 674.83673   695.34694
> > [36]   715.85714   736.36735   756.87755   777.38776   797.89796
> > 818.40816   838.91837
> > [43]   859.42857   879.93878   900.44898   920.95918   941.46939
> > 961.97959   982.48980
> > [50]  1003.00000
> >
> > $y:
> >  [1] 4.565970e-006 1.000031e-003 9.999374e-004 1.000031e-003
> > 9.999471e-004
> > 1.000031e-003
> >  [7] 9.999560e-004 1.000030e-003 9.999643e-004 1.000029e-003
> > 9.999718e-004
> > 1.000028e-003
> > [13] 9.999788e-004 1.000026e-003 9.999852e-004 1.000024e-003
> > 9.999910e-004
> > 1.000022e-003
> > [19] 9.999963e-004 1.000019e-003 1.000001e-003 1.000016e-003
> > 1.000006e-003
> > 1.000013e-003
> > [25] 1.000010e-003 1.000010e-003 1.000013e-003 1.000006e-003
> > 1.000016e-003
> > 1.000001e-003
> > [31] 1.000019e-003 9.999963e-004 1.000022e-003 9.999910e-004
> > 1.000024e-003
> > 9.999852e-004
> > [37] 1.000026e-003 9.999788e-004 1.000028e-003 9.999718e-004
> > 1.000029e-003
> > 9.999643e-004
> > [43] 1.000030e-003 9.999560e-004 1.000031e-003 9.999471e-004
> > 1.000031e-003
> > 9.999374e-004
> > [49] 1.000031e-003 4.432131e-006
> >
> >
> > > exdata = iris[, 1, 1]
> > > density(exdata, width = 4)
> > $x:
> >  [1] 1.300000 1.453061 1.606122 1.759184 1.912245 2.065306
> > 2.218367 2.371429
> > 2.524490
> > [10] 2.677551 2.830612 2.983673 3.136735 3.289796 3.442857
> > 3.595918 3.748980
> > 3.902041
> > [19] 4.055102 4.208163 4.361224 4.514286 4.667347 4.820408
> > 4.973469 5.126531
> > 5.279592
> > [28] 5.432653 5.585714 5.738776 5.891837 6.044898 6.197959
> > 6.351020 6.504082
> > 6.657143
> > [37] 6.810204 6.963265 7.116327 7.269388 7.422449 7.575510
> > 7.728571 7.881633
> > 8.034694
> > [46] 8.187755 8.340816 8.493878 8.646939 8.800000
> >
> > $y:
> >  [1] 0.0007849649 0.0013097474 0.0021225491 0.0033616520 0.0052059615
> > 0.0078856717
> >  [7] 0.0116917555 0.0169685132 0.0241073754 0.0335286785 0.0456521053
> > 0.0608554862
> > [13] 0.0794235072 0.1014901241 0.1269807991 0.1555625999 0.1866111931
> > 0.2192033788
> > [19] 0.2521417640 0.2840144993 0.3132881074 0.3384260582 0.3580208688
> > 0.3709241384
> > [25] 0.3763578665 0.3739920600 0.3639778683 0.3469316232 0.3238721233
> > 0.2961200278
> > [31] 0.2651731505 0.2325739601 0.1997853985 0.1680884651 0.1385105802
> > 0.1117884914
> > [37] 0.0883644110 0.0684099972 0.0518702141 0.0385181792 0.0280126487
> > 0.0199513951
> > [43] 0.0139159044 0.0095050745 0.0063575653 0.0041639082 0.0026680819
> > 0.0016700727
> > [49] 0.0010169912 0.0005962089
> >
> >
> > ### R CODE ###
> >
> > # S-PLUS CODE: density(1:1000, width = 4)     SAME x BUT DIFFERENT y
> > density(1:1000, bw = 4, window = "g",  n = 50, cut = 0.75)$x
> > density(1:1000, bw = 4, window = "g",  n = 50, cut = 0.75)$y
> >
> > # S-PLUS CODE: exdata = iris[, 1, 1]; density(exdata, width > >
4)     SAME x
> > BUT DIFFERENT y
> > exdata = iris$Sepal.Length[iris$Species == "setosa"]
> > density(exdata, bw = 4, n = 50, cut = 0.75)$x
> > density(exdata, bw = 4, n = 50, cut = 0.75)$y
> >
> >
> >
> > 2010/11/2 Joshua Wiley <jwiley.psych@gmail.com>
> >
> > > Dear Nicola,
> > >
> > > There are undoubtedly people here who are familiar with
> > both S+ and R,
> > > but they may not always be around or get to every question.  In
that
> > > case there are (at least) two good options for you:
> > >
> > > 1) Say what you want mathematically (something of a universal
> > > language) or statistically
> > >
> > > 2) Rather than just give us S+ code, show sample data
> > (e.g., 1:1000),
> > > and the values you would like obtained (in this case whatever the
> > > output from S+ was).  This would let us *try* to figure out what
> > > happened and duplicate it in R.
> > >
> > > From the arcane step of reading R's documentation for
> > density (?density):
> > >
> > > width: this exists for compatibility with S; if given, and
'bw' is
> > >          not, will set 'bw' to 'width' if this is
a
> > character string,
> > >          or to a kernel-dependent multiple of 'width' if
this is
> > >          numeric.
> > >
> > > Which makes me wonder if this works for you (in R)?
> > >
> > > density(1:1000, width = 4)
> > >
> > >
> > > Cheers,
> > >
> > > Josh
> > >
> > >
> > > On Tue, Nov 2, 2010 at 3:04 AM, Nicola Sturaro Sommacal
> > (Quantide srl)
> > > <mailinglist@sturaro.net> wrote:
> > > > Hello!
> > > >
> > > > Someone know what are the difference between R and S-PLUS in
the
> > > density()
> > > > function?
> > > >
> > > > For example, I would like to reply this simple S-PLUS
> > code in R, but I
> > > don't
> > > > understand which parameter I should modify to get the
> > same results.
> > > >
> > > > S-PLUS CODE:
> > > > density(1:1000, width = 4)
> > > >
> > > > R-CODE:
> > > > density(1:1000, bw = 4, window = "g",  n = 50, cut
= 0.75)
> > > >
> > > > I obtain the same x values, but different y values. I try
> > also different
> > > > examples, with different parameter.
> > > >
> > > > Can you help me?
> > > >
> > > > Thank you in advance.
> > > >
> > > > Nicola Sturaro
> > > >
> > > >        [[alternative HTML version deleted]]
> > > >
> > > > ______________________________________________
> > > > 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.
> > > >
> > >
> > >
> > >
> > > --
> > > Joshua Wiley
> > > Ph.D. Student, Health Psychology
> > > University of California, Los Angeles
> > > http://www.joshuawiley.com/
> > >
> >
> >       [[alternative HTML version deleted]]
> >
> >
>
	[[alternative HTML version deleted]]

Nicola Sturaro Sommacal (Quantide srl)

2010-Nov-04 09:37 UTC

head link

[R] density() function: differences with S-PLUS

Dear William,
I obtained the same x values also without the from= and to= argument, using
bw instead width in R.

At this point I try to use a two step procedure for the y:
 - in the first step I obtained the x as below,
 - in the second step I used the minimum and the maximum values for the x as
from= and to= arguments.
In this way I obtain, in R, y values close to the S+ ones, but not the same.

R code and S+ code and output are below.

Thanks again.
Nicola



# R CODE
exdata = iris$Sepal.Length[iris$Species == "setosa"]
density(exdata, bw = 4, n = 50, cut = 0.75)$x  # SAME AS S+
density(exdata, bw = 4, n = 50, cut = 0.75)$y  # COMPLETELY DIFFERENT
density(exdata, width = 4, n = 50, from = 1.3, to = 8.8, cut = 0.75)$y  #
CLOSE TO S+


# SPLUS CODE AND OUTPUT> exdata = iris[, 1, 1]
> density(exdata, width = 4)$x:
 [1] 1.300000 1.453061 1.606122 1.759184 1.912245 2.065306
 [7] 2.218367 2.371429 2.524490 2.677551 2.830612 2.983673
[13] 3.136735 3.289796 3.442857 3.595918 3.748980 3.902041
[19] 4.055102 4.208163 4.361224 4.514286 4.667347 4.820408
[25] 4.973469 5.126531 5.279592 5.432653 5.585714 5.738776
[31] 5.891837 6.044898 6.197959 6.351020 6.504082 6.657143
[37] 6.810204 6.963265 7.116327 7.269388 7.422449 7.575510
[43] 7.728571 7.881633 8.034694 8.187755 8.340816 8.493878
[49] 8.646939 8.800000

$y:
 [1] 0.0007849649 0.0013097474 0.0021225491 0.0033616520
 [5] 0.0052059615 0.0078856717 0.0116917555 0.0169685132
 [9] 0.0241073754 0.0335286785 0.0456521053 0.0608554862
[13] 0.0794235072 0.1014901241 0.1269807991 0.1555625999
[17] 0.1866111931 0.2192033788 0.2521417640 0.2840144993
[21] 0.3132881074 0.3384260582 0.3580208688 0.3709241384
[25] 0.3763578665 0.3739920600 0.3639778683 0.3469316232
[29] 0.3238721233 0.2961200278 0.2651731505 0.2325739601
[33] 0.1997853985 0.1680884651 0.1385105802 0.1117884914
[37] 0.0883644110 0.0684099972 0.0518702141 0.0385181792
[41] 0.0280126487 0.0199513951 0.0139159044 0.0095050745
[45] 0.0063575653 0.0041639082 0.0026680819 0.0016700727
[49] 0.0010169912 0.0005962089




2010/11/3 William Dunlap <wdunlap@tibco.com>
> Did you get my reply (1:31pm PST Tuesday)
> to your request?  It showed how you needed
> to use the from= and to= argument to density
> to get identical x components to the output
> and that the small differences in the y
> component were due to S+ truncating the
> gaussian kernel at +- 4 standard deviations
> from the center while R does not truncate
> the gaussian kernel (it output looks like it
> uses a Fourier transform to do the convolution).
>
>
> Bill Dunlap
> Spotfire, TIBCO Software
> wdunlap tibco.com
>
> > -----Original Message-----
> > From: r-help-bounces@r-project.org
> > [mailto:r-help-bounces@r-project.org] On Behalf Of Nicola
> > Sturaro Sommacal (Quantide srl)
> > Sent: Wednesday, November 03, 2010 3:34 AM
> > To: Joshua Wiley
> > Cc: r-help@r-project.org
> > Subject: Re: [R] density() function: differences with S-PLUS
> >
> > Dear Joshua,
> >
> > first of all, thank you very much for reply. I hoped that
> > someone who's
> > familiar with both S+ and R can reply to me, because I spent
> > some hours to
> > looking for a solution.
> >
> > If someone else would try, this is the SPLUS code and output,
> > while below
> > there is the R code. I obtain the same x values, while y values are
> > differents for both examples.
> >
> > Thank you very much.
> >
> > Nicola
> >
> >
> > ### S-PLUS CODE AND OUTPUT ###
> >
> > > density(1:1000, width = 4)
> > $x:
> >  [1]    -2.00000    18.51020    39.02041    59.53061    80.04082
> > 100.55102   121.06122
> >  [8]   141.57143   162.08163   182.59184   203.10204   223.61224
> > 244.12245   264.63265
> > [15]   285.14286   305.65306   326.16327   346.67347   367.18367
> > 387.69388   408.20408
> > [22]   428.71429   449.22449   469.73469   490.24490   510.75510
> > 531.26531   551.77551
> > [29]   572.28571   592.79592   613.30612   633.81633   654.32653
> > 674.83673   695.34694
> > [36]   715.85714   736.36735   756.87755   777.38776   797.89796
> > 818.40816   838.91837
> > [43]   859.42857   879.93878   900.44898   920.95918   941.46939
> > 961.97959   982.48980
> > [50]  1003.00000
> >
> > $y:
> >  [1] 4.565970e-006 1.000031e-003 9.999374e-004 1.000031e-003
> > 9.999471e-004
> > 1.000031e-003
> >  [7] 9.999560e-004 1.000030e-003 9.999643e-004 1.000029e-003
> > 9.999718e-004
> > 1.000028e-003
> > [13] 9.999788e-004 1.000026e-003 9.999852e-004 1.000024e-003
> > 9.999910e-004
> > 1.000022e-003
> > [19] 9.999963e-004 1.000019e-003 1.000001e-003 1.000016e-003
> > 1.000006e-003
> > 1.000013e-003
> > [25] 1.000010e-003 1.000010e-003 1.000013e-003 1.000006e-003
> > 1.000016e-003
> > 1.000001e-003
> > [31] 1.000019e-003 9.999963e-004 1.000022e-003 9.999910e-004
> > 1.000024e-003
> > 9.999852e-004
> > [37] 1.000026e-003 9.999788e-004 1.000028e-003 9.999718e-004
> > 1.000029e-003
> > 9.999643e-004
> > [43] 1.000030e-003 9.999560e-004 1.000031e-003 9.999471e-004
> > 1.000031e-003
> > 9.999374e-004
> > [49] 1.000031e-003 4.432131e-006
> >
> >
> > > exdata = iris[, 1, 1]
> > > density(exdata, width = 4)
> > $x:
> >  [1] 1.300000 1.453061 1.606122 1.759184 1.912245 2.065306
> > 2.218367 2.371429
> > 2.524490
> > [10] 2.677551 2.830612 2.983673 3.136735 3.289796 3.442857
> > 3.595918 3.748980
> > 3.902041
> > [19] 4.055102 4.208163 4.361224 4.514286 4.667347 4.820408
> > 4.973469 5.126531
> > 5.279592
> > [28] 5.432653 5.585714 5.738776 5.891837 6.044898 6.197959
> > 6.351020 6.504082
> > 6.657143
> > [37] 6.810204 6.963265 7.116327 7.269388 7.422449 7.575510
> > 7.728571 7.881633
> > 8.034694
> > [46] 8.187755 8.340816 8.493878 8.646939 8.800000
> >
> > $y:
> >  [1] 0.0007849649 0.0013097474 0.0021225491 0.0033616520 0.0052059615
> > 0.0078856717
> >  [7] 0.0116917555 0.0169685132 0.0241073754 0.0335286785 0.0456521053
> > 0.0608554862
> > [13] 0.0794235072 0.1014901241 0.1269807991 0.1555625999 0.1866111931
> > 0.2192033788
> > [19] 0.2521417640 0.2840144993 0.3132881074 0.3384260582 0.3580208688
> > 0.3709241384
> > [25] 0.3763578665 0.3739920600 0.3639778683 0.3469316232 0.3238721233
> > 0.2961200278
> > [31] 0.2651731505 0.2325739601 0.1997853985 0.1680884651 0.1385105802
> > 0.1117884914
> > [37] 0.0883644110 0.0684099972 0.0518702141 0.0385181792 0.0280126487
> > 0.0199513951
> > [43] 0.0139159044 0.0095050745 0.0063575653 0.0041639082 0.0026680819
> > 0.0016700727
> > [49] 0.0010169912 0.0005962089
> >
> >
> > ### R CODE ###
> >
> > # S-PLUS CODE: density(1:1000, width = 4)     SAME x BUT DIFFERENT y
> > density(1:1000, bw = 4, window = "g",  n = 50, cut = 0.75)$x
> > density(1:1000, bw = 4, window = "g",  n = 50, cut = 0.75)$y
> >
> > # S-PLUS CODE: exdata = iris[, 1, 1]; density(exdata, width > >
4)     SAME x
> > BUT DIFFERENT y
> > exdata = iris$Sepal.Length[iris$Species == "setosa"]
> > density(exdata, bw = 4, n = 50, cut = 0.75)$x
> > density(exdata, bw = 4, n = 50, cut = 0.75)$y
> >
> >
> >
> > 2010/11/2 Joshua Wiley <jwiley.psych@gmail.com>
> >
> > > Dear Nicola,
> > >
> > > There are undoubtedly people here who are familiar with
> > both S+ and R,
> > > but they may not always be around or get to every question.  In
that
> > > case there are (at least) two good options for you:
> > >
> > > 1) Say what you want mathematically (something of a universal
> > > language) or statistically
> > >
> > > 2) Rather than just give us S+ code, show sample data
> > (e.g., 1:1000),
> > > and the values you would like obtained (in this case whatever the
> > > output from S+ was).  This would let us *try* to figure out what
> > > happened and duplicate it in R.
> > >
> > > From the arcane step of reading R's documentation for
> > density (?density):
> > >
> > > width: this exists for compatibility with S; if given, and
'bw' is
> > >          not, will set 'bw' to 'width' if this is
a
> > character string,
> > >          or to a kernel-dependent multiple of 'width' if
this is
> > >          numeric.
> > >
> > > Which makes me wonder if this works for you (in R)?
> > >
> > > density(1:1000, width = 4)
> > >
> > >
> > > Cheers,
> > >
> > > Josh
> > >
> > >
> > > On Tue, Nov 2, 2010 at 3:04 AM, Nicola Sturaro Sommacal
> > (Quantide srl)
> > > <mailinglist@sturaro.net> wrote:
> > > > Hello!
> > > >
> > > > Someone know what are the difference between R and S-PLUS in
the
> > > density()
> > > > function?
> > > >
> > > > For example, I would like to reply this simple S-PLUS
> > code in R, but I
> > > don't
> > > > understand which parameter I should modify to get the
> > same results.
> > > >
> > > > S-PLUS CODE:
> > > > density(1:1000, width = 4)
> > > >
> > > > R-CODE:
> > > > density(1:1000, bw = 4, window = "g",  n = 50, cut
= 0.75)
> > > >
> > > > I obtain the same x values, but different y values. I try
> > also different
> > > > examples, with different parameter.
> > > >
> > > > Can you help me?
> > > >
> > > > Thank you in advance.
> > > >
> > > > Nicola Sturaro
> > > >
> > > >        [[alternative HTML version deleted]]
> > > >
> > > > ______________________________________________
> > > > 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.
> > > >
> > >
> > >
> > >
> > > --
> > > Joshua Wiley
> > > Ph.D. Student, Health Psychology
> > > University of California, Los Angeles
> > > http://www.joshuawiley.com/
> > >
> >
> >       [[alternative HTML version deleted]]
> >
> >
>
	[[alternative HTML version deleted]]

William Dunlap

2010-Nov-04 15:03 UTC

head link

[R] density() function: differences with S-PLUS

I suspect that R's help("density") will tell about
the difference between its bw and width arguments.
In Splus help("density") says about "width"
    width 
    width of the window.
    ... 
   The standard error of a Gaussian window is width/4.
   For the other windows width is the width of the interval
   on which the window is non-zero. 
I believe R's bw argument is the standard deviation of
the density used for the kernel.  In R 'width' has the same meaning
as in S+.
 
The small difference between estimates when using the same
bandwidth is mainly due to S+ using a truncated gaussian kernel
(at 4 standard deviations out) and R not truncating the kernal.
Part of the difference is due to R using the Fourier transform to
do the convolution of the kernel and the data, while S+ uses
a direct approach.

Bill Dunlap
Spotfire, TIBCO Software
wdunlap tibco.com 

 


________________________________

	From: mailinglist@sturaro.net [mailto:mailinglist@sturaro.net]
On Behalf Of Nicola Sturaro Sommacal (Quantide srl)
	Sent: Thursday, November 04, 2010 2:36 AM
	To: William Dunlap
	Subject: Re: [R] density() function: differences with S-PLUS
	
	
	Dear William, 
	I obtained the same x values also without the from= and toargument, using bw
instead width in R.

	At this point I try to use a two step procedure for the y:
	 - in the first step I obtained the x as below,
	 - in the second step I used the minimum and the maximum values
for the x as from= and to= arguments.
	In this way I obtain, in R, y values close to the S+ ones, but
not the same.

	R code and S+ code and output are below.

	Thanks again.
	Nicola



	# R CODE
	exdata = iris$Sepal.Length[iris$Species == "setosa"]
	density(exdata, bw = 4, n = 50, cut = 0.75)$x  # SAME AS S+
	density(exdata, bw = 4, n = 50, cut = 0.75)$y  # COMPLETELY
DIFFERENT
	density(exdata, width = 4, n = 50, from = 1.3, to = 8.8, cut 0.75)$y  # CLOSE
TO S+


	# SPLUS CODE AND OUTPUT
	> exdata = iris[, 1, 1]
	> density(exdata, width = 4)
	$x:
	 [1] 1.300000 1.453061 1.606122 1.759184 1.912245 2.065306
	 [7] 2.218367 2.371429 2.524490 2.677551 2.830612 2.983673
	[13] 3.136735 3.289796 3.442857 3.595918 3.748980 3.902041
	[19] 4.055102 4.208163 4.361224 4.514286 4.667347 4.820408
	[25] 4.973469 5.126531 5.279592 5.432653 5.585714 5.738776
	[31] 5.891837 6.044898 6.197959 6.351020 6.504082 6.657143
	[37] 6.810204 6.963265 7.116327 7.269388 7.422449 7.575510
	[43] 7.728571 7.881633 8.034694 8.187755 8.340816 8.493878
	[49] 8.646939 8.800000

	$y:
	 [1] 0.0007849649 0.0013097474 0.0021225491 0.0033616520
	 [5] 0.0052059615 0.0078856717 0.0116917555 0.0169685132
	 [9] 0.0241073754 0.0335286785 0.0456521053 0.0608554862
	[13] 0.0794235072 0.1014901241 0.1269807991 0.1555625999
	[17] 0.1866111931 0.2192033788 0.2521417640 0.2840144993
	[21] 0.3132881074 0.3384260582 0.3580208688 0.3709241384
	[25] 0.3763578665 0.3739920600 0.3639778683 0.3469316232
	[29] 0.3238721233 0.2961200278 0.2651731505 0.2325739601
	[33] 0.1997853985 0.1680884651 0.1385105802 0.1117884914
	[37] 0.0883644110 0.0684099972 0.0518702141 0.0385181792
	[41] 0.0280126487 0.0199513951 0.0139159044 0.0095050745
	[45] 0.0063575653 0.0041639082 0.0026680819 0.0016700727
	[49] 0.0010169912 0.0005962089




	2010/11/3 William Dunlap <wdunlap@tibco.com>
	

		Did you get my reply (1:31pm PST Tuesday)
		to your request?  It showed how you needed
		to use the from= and to= argument to density
		to get identical x components to the output
		and that the small differences in the y
		component were due to S+ truncating the
		gaussian kernel at +- 4 standard deviations
		from the center while R does not truncate
		the gaussian kernel (it output looks like it
		uses a Fourier transform to do the convolution).
		


		Bill Dunlap
		Spotfire, TIBCO Software
		wdunlap tibco.com
		
		
		> -----Original Message-----
		> From: r-help-bounces@r-project.org
		
		> [mailto:r-help-bounces@r-project.org] On Behalf Of
Nicola
		> Sturaro Sommacal (Quantide srl)
		
		> Sent: Wednesday, November 03, 2010 3:34 AM
		> To: Joshua Wiley
		> Cc: r-help@r-project.org
		> Subject: Re: [R] density() function: differences with
S-PLUS
		>
		> Dear Joshua,
		>
		> first of all, thank you very much for reply. I hoped
that
		> someone who's
		> familiar with both S+ and R can reply to me, because I
spent
		> some hours to
		> looking for a solution.
		>
		> If someone else would try, this is the SPLUS code and
output,
		> while below
		> there is the R code. I obtain the same x values, while
y values are
		> differents for both examples.
		>
		> Thank you very much.
		>
		> Nicola
		>
		>
		> ### S-PLUS CODE AND OUTPUT ###
		>
		> > density(1:1000, width = 4)
		> $x:
		>  [1]    -2.00000    18.51020    39.02041    59.53061
80.04082
		> 100.55102   121.06122
		>  [8]   141.57143   162.08163   182.59184   203.10204
223.61224
		> 244.12245   264.63265
		> [15]   285.14286   305.65306   326.16327   346.67347
367.18367
		> 387.69388   408.20408
		> [22]   428.71429   449.22449   469.73469   490.24490
510.75510
		> 531.26531   551.77551
		> [29]   572.28571   592.79592   613.30612   633.81633
654.32653
		> 674.83673   695.34694
		> [36]   715.85714   736.36735   756.87755   777.38776
797.89796
		> 818.40816   838.91837
		> [43]   859.42857   879.93878   900.44898   920.95918
941.46939
		> 961.97959   982.48980
		> [50]  1003.00000
		>
		> $y:
		>  [1] 4.565970e-006 1.000031e-003 9.999374e-004
1.000031e-003
		> 9.999471e-004
		> 1.000031e-003
		>  [7] 9.999560e-004 1.000030e-003 9.999643e-004
1.000029e-003
		> 9.999718e-004
		> 1.000028e-003
		> [13] 9.999788e-004 1.000026e-003 9.999852e-004
1.000024e-003
		> 9.999910e-004
		> 1.000022e-003
		> [19] 9.999963e-004 1.000019e-003 1.000001e-003
1.000016e-003
		> 1.000006e-003
		> 1.000013e-003
		> [25] 1.000010e-003 1.000010e-003 1.000013e-003
1.000006e-003
		> 1.000016e-003
		> 1.000001e-003
		> [31] 1.000019e-003 9.999963e-004 1.000022e-003
9.999910e-004
		> 1.000024e-003
		> 9.999852e-004
		> [37] 1.000026e-003 9.999788e-004 1.000028e-003
9.999718e-004
		> 1.000029e-003
		> 9.999643e-004
		> [43] 1.000030e-003 9.999560e-004 1.000031e-003
9.999471e-004
		> 1.000031e-003
		> 9.999374e-004
		> [49] 1.000031e-003 4.432131e-006
		>
		>
		> > exdata = iris[, 1, 1]
		> > density(exdata, width = 4)
		> $x:
		>  [1] 1.300000 1.453061 1.606122 1.759184 1.912245
2.065306
		> 2.218367 2.371429
		> 2.524490
		> [10] 2.677551 2.830612 2.983673 3.136735 3.289796
3.442857
		> 3.595918 3.748980
		> 3.902041
		> [19] 4.055102 4.208163 4.361224 4.514286 4.667347
4.820408
		> 4.973469 5.126531
		> 5.279592
		> [28] 5.432653 5.585714 5.738776 5.891837 6.044898
6.197959
		> 6.351020 6.504082
		> 6.657143
		> [37] 6.810204 6.963265 7.116327 7.269388 7.422449
7.575510
		> 7.728571 7.881633
		> 8.034694
		> [46] 8.187755 8.340816 8.493878 8.646939 8.800000
		>
		> $y:
		>  [1] 0.0007849649 0.0013097474 0.0021225491
0.0033616520 0.0052059615
		> 0.0078856717
		>  [7] 0.0116917555 0.0169685132 0.0241073754
0.0335286785 0.0456521053
		> 0.0608554862
		> [13] 0.0794235072 0.1014901241 0.1269807991
0.1555625999 0.1866111931
		> 0.2192033788
		> [19] 0.2521417640 0.2840144993 0.3132881074
0.3384260582 0.3580208688
		> 0.3709241384
		> [25] 0.3763578665 0.3739920600 0.3639778683
0.3469316232 0.3238721233
		> 0.2961200278
		> [31] 0.2651731505 0.2325739601 0.1997853985
0.1680884651 0.1385105802
		> 0.1117884914
		> [37] 0.0883644110 0.0684099972 0.0518702141
0.0385181792 0.0280126487
		> 0.0199513951
		> [43] 0.0139159044 0.0095050745 0.0063575653
0.0041639082 0.0026680819
		> 0.0016700727
		> [49] 0.0010169912 0.0005962089
		>
		>
		> ### R CODE ###
		>
		> # S-PLUS CODE: density(1:1000, width = 4)     SAME x
BUT DIFFERENT y
		> density(1:1000, bw = 4, window = "g",  n = 50, cut 0.75)$x
		> density(1:1000, bw = 4, window = "g",  n = 50, cut 0.75)$y
		>
		> # S-PLUS CODE: exdata = iris[, 1, 1]; density(exdata,
width 		> 4)     SAME x
		> BUT DIFFERENT y
		> exdata = iris$Sepal.Length[iris$Species == "setosa"]
		> density(exdata, bw = 4, n = 50, cut = 0.75)$x
		> density(exdata, bw = 4, n = 50, cut = 0.75)$y
		>
		>
		>
		> 2010/11/2 Joshua Wiley <jwiley.psych@gmail.com>
		>
		> > Dear Nicola,
		> >
		> > There are undoubtedly people here who are familiar
with
		> both S+ and R,
		> > but they may not always be around or get to every
question.  In that
		> > case there are (at least) two good options for you:
		> >
		> > 1) Say what you want mathematically (something of a
universal
		> > language) or statistically
		> >
		> > 2) Rather than just give us S+ code, show sample
data
		> (e.g., 1:1000),
		> > and the values you would like obtained (in this case
whatever the
		> > output from S+ was).  This would let us *try* to
figure out what
		> > happened and duplicate it in R.
		> >
		> > From the arcane step of reading R's documentation
for
		> density (?density):
		> >
		> > width: this exists for compatibility with S; if
given, and 'bw' is
		> >          not, will set 'bw' to 'width' if this is a
		> character string,
		> >          or to a kernel-dependent multiple of
'width' if this is
		> >          numeric.
		> >
		> > Which makes me wonder if this works for you (in R)?
		> >
		> > density(1:1000, width = 4)
		> >
		> >
		> > Cheers,
		> >
		> > Josh
		> >
		> >
		> > On Tue, Nov 2, 2010 at 3:04 AM, Nicola Sturaro
Sommacal
		> (Quantide srl)
		> > <mailinglist@sturaro.net> wrote:
		> > > Hello!
		> > >
		> > > Someone know what are the difference between R and
S-PLUS in the
		> > density()
		> > > function?
		> > >
		> > > For example, I would like to reply this simple
S-PLUS
		> code in R, but I
		> > don't
		> > > understand which parameter I should modify to get
the
		> same results.
		> > >
		> > > S-PLUS CODE:
		> > > density(1:1000, width = 4)
		> > >
		> > > R-CODE:
		> > > density(1:1000, bw = 4, window = "g",  n = 50, cut
= 0.75)
		> > >
		> > > I obtain the same x values, but different y
values. I try
		> also different
		> > > examples, with different parameter.
		> > >
		> > > Can you help me?
		> > >
		> > > Thank you in advance.
		> > >
		> > > Nicola Sturaro
		> > >
		> > >        [[alternative HTML version deleted]]
		> > >
		> > > ______________________________________________
		> > > 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.
		> > >
		> >
		> >
		> >
		> > --
		> > Joshua Wiley
		> > Ph.D. Student, Health Psychology
		> > University of California, Los Angeles
		> > http://www.joshuawiley.com/
		> >
		>
		
		>       [[alternative HTML version deleted]]
		>
		>
		



	[[alternative HTML version deleted]]

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