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plan1
2004 Dec 22
0
weighted kernel density estimation
...e MASS::kde2d function to do that.
\hat{f}_n(x) = \frac{1}{n|H|} \sum_{i=1}^n w_i \times K\left[H^{-1}(x-X_i)\right] (1)
\hat{f}_n(x) = \frac{1}{n|H|} \sum_{i=1}^n K\left[H^{-1}(x-X_i)\right] (2)
I have uploaded to http://addictedtor.free.fr/testkde2dw the files :
- plan12.pdf : my factorial plan 1-2 (size of representation
of the observations are proportionnal to the COS??)
- persp.pdf : the estimation without the "weights"
- perspW.pdf : the estimation with the "weights"
My questions are : As anyone done th...