Displaying 9 results from an estimated 9 matches similar to: "problem using "by" with custom function?"
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 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.
2012 Jul 15
1
About dpik function
Hi there and thanks in advance.
Nowadays 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)
>
2006 Mar 31
1
mutual information for two time series
Hi I hope this is going to the right place. I am trying to write a program
which uses KernSmooth library to estimate mutual information between two
time series at various different lags. At the moment it’s producing negative
values, which is supposed to be impossible (something is fishy). I am
summing across one row of the matrix to get p(value is in bin x) and summing
across the columns to get
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
2011 Jan 20
0
Bandwidth - Kernel Density Estimation
Dear R helpers
I am having recovery rates as given below and I am trying to estimate the Loss Given Default (LGD) and for this I am using Kernel Density estimation method.
recovery_rates = c(0.61,0.12,0.10,0.68,0.87,0.19,0.84,0.81,0.87,0.54,0.08,0.65,0.91,
0.56,0.52,0.30,0.41,0.24,0.66,0.35,0.36,0.64,0.55,0.43,0.36,0.28,0.89,0.11,0.23,0.07,
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
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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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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