Hi, I wonder if the function "density" outputs the gaussian mixture formula that is estimated from the input data, assuming a gaussian model is used at each data point ? I want to take the derivative of the finally estimated gaussian mixture formula for further analysis. Thanks in advance for any help that you can offer me! Hui
On Tue, 10 May 2005, Hui Han wrote:> I wonder if the function "density" outputs the gaussian mixture formula that > is estimated from the input data, assuming a gaussian model is used at each > data point ? I want to take the derivative of the finally estimated gaussian > mixture formula for further analysis.It is a kernel density estimate: a rather trivial mixture, not necessarily Gaussian. Also, it is not set up to optimally estimate a derivative, and you should look at more sophisticated methods in other packages if you want to do that. As to what "density" outputs: see its help page. -- Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272866 (PA) Oxford OX1 3TG, UK Fax: +44 1865 272595
Thank you very much, Professor Ripley. If possible, could you point me to other packages that you think I should look at for estimating a derivative? Best regards, Hui Prof Brian Ripley wrote:> On Tue, 10 May 2005, Hui Han wrote: > >> I wonder if the function "density" outputs the gaussian mixture >> formula that is estimated from the input data, assuming a gaussian >> model is used at each data point ? I want to take the derivative of >> the finally estimated gaussian mixture formula for further analysis. > > > It is a kernel density estimate: a rather trivial mixture, not > necessarily Gaussian. Also, it is not set up to optimally estimate a > derivative, and you should look at more sophisticated methods in other > packages if you want to do that. > > As to what "density" outputs: see its help page. >
http://finzi.psych.upenn.edu/R/Rhelp02a/archive/20509.html -s. Hui Han wrote:> Thank you very much, Professor Ripley. > > If possible, could you point me to other packages that you think I > should look at for estimating a derivative? > > Best regards, > Hui > > Prof Brian Ripley wrote: > >> On Tue, 10 May 2005, Hui Han wrote: >> >>> I wonder if the function "density" outputs the gaussian mixture >>> formula that is estimated from the input data, assuming a gaussian >>> model is used at each data point ? I want to take the derivative of >>> the finally estimated gaussian mixture formula for further analysis. >> >> >> >> It is a kernel density estimate: a rather trivial mixture, not >> necessarily Gaussian. Also, it is not set up to optimally estimate a >> derivative, and you should look at more sophisticated methods in other >> packages if you want to do that. >> >> As to what "density" outputs: see its help page. >> > > ______________________________________________ > R-help at stat.math.ethz.ch mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide! > http://www.R-project.org/posting-guide.html >
Thank you so much, Suresh. I searched a lot on "density" among R email archives. Should have searched using "derivative". Hui Suresh Krishna wrote:> > http://finzi.psych.upenn.edu/R/Rhelp02a/archive/20509.html > > -s. > > Hui Han wrote: > >> Thank you very much, Professor Ripley. >> >> If possible, could you point me to other packages that you think I >> should look at for estimating a derivative? >> >> Best regards, >> Hui >> >> Prof Brian Ripley wrote: >> >>> On Tue, 10 May 2005, Hui Han wrote: >>> >>>> I wonder if the function "density" outputs the gaussian mixture >>>> formula that is estimated from the input data, assuming a gaussian >>>> model is used at each data point ? I want to take the derivative >>>> of the finally estimated gaussian mixture formula for further >>>> analysis. >>> >>> >>> >>> >>> It is a kernel density estimate: a rather trivial mixture, not >>> necessarily Gaussian. Also, it is not set up to optimally estimate >>> a derivative, and you should look at more sophisticated methods in >>> other packages if you want to do that. >>> >>> As to what "density" outputs: see its help page. >>> >> >> ______________________________________________ >> R-help at stat.math.ethz.ch mailing list >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide! >> http://www.R-project.org/posting-guide.html >> > > >
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