Displaying 10 results from an estimated 10 matches for "dpik".
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2012 Jul 16
2
about dpik
Thank you for your reply.
I know the x in dpik() means the vector. But I don't know how to import into
c() with a huge metadata (>1000).
Following is my some try, and the h is: [1] 0.001180569, which seems to be
feasible.
x<-c(-0.00109349389485645,-0.00145304131152137,0.00023685387037116,0.00579094886320110,0.00032117330426379,0.003...
2008 Jan 03
1
KernSmooth: bkde and dpik bandwidth questions
Hi,
I have two separate questions relating to the KernSmooth package. I am
using the dpik function from the KernSmooth package and receive the error
Warning message:
In kappam * Gcounts :
longer object length is not a multiple of shorter object length
I saw an earlier post , but the issue was using the bkde fxn and the
person appeared to be using too small of a bandwidth....
2012 Jul 15
1
About dpik function
...ys I am working on the plug-in bandwidth selection with R. Firstly, my
1010 data is the return rate from Yahoo Finance.
Secondly, my code is following:
> r=read.table("/Users/user/Desktop/research/a.txt",sep=",",header=TRUE)
> x<-r[8:1010,]
> library(KernSmooth)
> dpik(x,scalest="minim",level=2L,kernel="normal",canonical=FALSE,gridsize=401L,range.x=range(x),truncate=TRUE)
But the error happens like this:
Error in Summary.factor(c(233L, 917L, 381L, 748L, 272L, 242L, 269L, 963L, :
range not meaningful for factors
I don't know what'...
2007 Dec 10
0
problem using "by" with custom function?
Hi,
I'm relatively new to R and R development, so please forgive me for any
obvious errors.
What I am trying to do is use the command dpik within the package KernSmooth
to estimate bandwidth parameters for GPS telemetry data. I have been able
to get this to work on a case by case basis without any problem, but would
like to extend this so that I can batch process many different animals for
pre-determined time periods (months of the y...
2009 Jun 03
0
Treated - KernSmooth pckg - dpik function gives numeric(0) for kernel="epanech"
Epanechnikov kernel works if option canonical=TRUE, however it would
be good to know why it does not for for canonical=FALSE (default).
Sorry for craetaing maybe useless thread.
Best regards,
Ondra.
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2006 Mar 31
1
mutual information for two time series
...numeric(100)
mut<-numeric(lmax)
jointplogp<-matrix(0,nrow=100,ncol=100)
lh<-as.vector(datin[,1])
rh<-as.vector(datin[,2])
rhemb<-embed(rh,lmax)
lhc<-lh[1:length(rhemb[,1])]
for (i in 1:lmax) {
rhc<-rhemb[,i]
kd<-bkde2D(cbind(lhc,rhc),bandwidth=c(dpik(lhc),dpik(rhc)),gridsize=c(100,10
0),truncate=T)
#2d kernel density estimate in 2 dimensions)
kdmat<-as.matrix(kd$fhat)
for (j in 1:100){
p<-sum(kdmat[j,])
lhplogp[j]<-p*log(p)
}
lhplogp[is.nan(lhplogp...
2004 Oct 12
1
bandwidths for bivariate density estimation
Hi,
I am using the KernSmooth package to estimate nonparametrically bivariate
density functions. However, it seems that the bandwidths (one for each
co-ordinate direction) have to be selected manually. This does not apply
for the univariate case, for which dpik (included in KernSmooth) uses
up-to-date plug-in rules.
Does anyone know about a package, or function, which estimates bandwidths
for the BIVARIATE case, following, for instance, the plug-in methods
suggested by Wand and Jones?
I will appreciate your help a lot.
Thanks,
Emili
References:
W...
1999 Nov 18
0
bkde() breaks
Hello,
I've been using the KernSmooth package recently and think I have found a
problem with it:
after loading the library I can issue
bkde(c(27,26,27), bandwidth=dpik(c(27,26,27)), range.x=c(4.4, 113.6),
gridsize=128, truncate=T)
and bkde returns an error. If I change the gridsize to 129 the function
works perfectly. I have tried this on my Linux box, and on a nearby
Solaris machine, both give an error (but not quite the same one).
In case anyone is wondering...
2004 Apr 10
2
Density Estimation
Dear Sir/Madam;
Would you please tell me what is the command that allows the estimation of the Kernel Density for some data.
Thanks,
Thami Rachidi
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2011 Jan 20
0
Bandwidth - Kernel Density Estimation
...,0.94,0.49,0.40,0.55,0.68,0.89,0.00,0.42,0.94,0.06,0.53,0.46,0.11,0.96,
0.41,0.69)
I need to find out the bandwidth and I have two ways of doing it
as
# as per the stats package
bw1 = bw.nrd0(recovery_rates) # which gives me bw1 = 0.1050780
# as per the KernSmooth package
bw2 = dpik(recovery_rates) # which gives bw2 = 0.1027932
I am bit confused which bandwidth is to be used. Is it that "statistics package" deal with univariate data while KernSmooth deals with multivariate data? Also, whenever I need to read some package, I download the respect...