Displaying 20 results from an estimated 200 matches similar to: "Bandwidth - Kernel Density Estimation"
2007 May 23
0
Samba priting problem, might be windows printer defintion
Hi Sunmanagers
I still have a problem with my samba printing mechanism.
When I log on some windows machines it will not print. I have found out
that when I print from some machines while the print queu is stopped
then the jobs are saved there as root. When I print from other machines
they are saved as my name.
I can print from dos by using echo something > \\server\printer.
I can print with
2012 Jul 04
3
How to use Sys.time() while writing a csv file name
Dear R helpers,
I am using Beta distribution to generate the random no.s (recovery rates in my example). However, each time I need to save these random no.s in a csv format. To distinguish different csv files, one way I thought was use of Sys.time in the file name. My code is as follows -
# My code
rr = rbeta(25, 6.14, 8.12)
lgd = 1 - mean(rr)
write.csv(data.frame(recovery_rates = rr), file =
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
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.
2011 Apr 03
3
kernel density plot
I am using the following commands for plotting kernel density for three
kinds of crops
density(s22$Net_income_Total.1, bw="nrd0",adjust=1,
kernel=c("gaussian"))->t
plot(t, xlim=c(-30000,40000), main="Net Income Distribution", axes=F,
ylim=c(0,0.00035). xlab="Value in Rupees")
par(new=T)
density(s33$Net_income_Total.1, bw="nrd0",adjust=1,
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)
>
2002 Oct 15
1
2.2.6rc2 and authentication issues...
We just popped 2.2.6rc2 on to see if we could resolve a few printing
issues, and now I can't seem to do the printer sharing on any printers on
the server...
In [global]:
workgroup = CORP
netbios name = NEWLUCY
security = DOMAIN
encrypt passwords = Yes
update encrypted = Yes
password server = LUNA
pam password change = Yes
2011 Jan 10
2
Calculating Portfolio Standard deviation
Dear R helpers
I have following data
stocks <- c("ABC", "DEF", "GHI", "JKL")
prices_df <- data.frame(ABC = c(17,24,15,22,16,22,17,22,15,19),
DEF = c(22,28,20,20,28,26,29,18,24,21),
GHI = c(32,27,32,36,37,37,34,23,25,32),
2011 Jan 07
0
Odp: Currency return calculations
My mistake sir. I was literally engrossed in my stupid logic, and while doing so, overlooked the simple and very effective solution you had offered. Sorry once again sir and will certainly try to be very careful in future.
Thanks again and have a great weekend sir.
Regards
Amelia
--- On Fri, 7/1/11, Petr PIKAL <petr.pikal@precheza.cz> wrote:
From: Petr PIKAL
2018 Feb 20
0
Unwanted behaviour of bw.nrd: sometimes, zero is returned as a valid bandwidth
Dear all,
Sorry if I am posting to the wrong place, but I could not find the link for
registration on the bug tracker, that?s why I am writing here.
I think there is inconsistency between two R functions from the stats
package, bw.nrd0 and bw.nrd.
Consider the following vector:
D <- c(0, 1, 1, 1, 1)
bw.nrd(D) returns zero bandwidth for this object even without a warning.
Considering the
2008 Feb 07
0
Help w/ density() usage
Dear All,
(this msg is a statistics/computing question to the list)
I'm trying to implement a modern-version of a (classic) "several-step protocol" in Fishery Biology (due to Bhattacharya, 1967): analysis of length-frequency distribution of fish larvae to id cohorts and later estimate growh rates!
I've trouble with the 1st step: using kernel density estimation (KDE) function
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
2008 Mar 12
0
R code for kernel density using kd-tree, looking for speed up
Dear R-help-list,
The following is R function I wrote for computing multi-dimensional kernel density. I am seeking R experts who can make the code to run faster, 50 times faster ideally.
Specifically, for function
kernel.estimate = function(points, bw),
the argument points is a d by n matrix as the n points in the d-dimensional space, bw is the bandwidth. The function will compute the kernel
2006 May 11
3
Now another question regarding the Foreign package
Hi,
Because I'm new to R and trying to move off of SPSS, I have another question. I downloaded the "Foreign" package which I understand reads in various datasets from programs such as SPSS and SAS. There isn't much documentation that I can find regarding the specifics of this in the online docs, but I assume that it is like read.table. So, here is what I wrote and here is
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
2009 Aug 22
1
kernel density estimates
Dear All,
I have a variable q which is a vector of 1000 simulated positive values; that is I generated 1000 samples from the pareto distribution, from each sample I calculated the value of q ( a certain fn in the sample observations), and thus I was left with 1000 values of q and I don't know the distribution of q.
Hence, I used the given code for kernel density estimation to estimate the
2009 Aug 19
1
Fw: Hist & kernel density estimates
For the hist estimate
>par(mex=1.3)
>dens<-density(q)
>options(scipen=4)
> ylim<-range(dens$y)
> h<-hist(q,breaks="scott",freq=FALSE,probability=TRUE,
+? right=FALSE,xlim=c(9000,16000),ylim=ylim,main="Histogram of q(scott)")
> lines(dens)
>box()
?
For the kernel estimate>options(scipen=4)
> d <- density(q, bw =
2011 Jan 07
1
Currency return calculations
Dear sir, I am extremely sorry for messing up the logic
asking for help w.r.t. my earlier mails
I have tried to explain below what I am looking for.
I have a database (say, currency_rates) storing datewise
currency exchange rates with some base currency XYZ.
currency_rates <- data.frame(date =
c("12/31/2010", "12/30/2010", "12/29/2010",
2012 Jul 26
2
density
Hi all,
I have a question regarding the density function which gives the
kernel density estimator.
I want to decide the bandwidth when using gaussian kernel, given a set of
observations. I am not familiar with different methods for bandwidth
determination. Below are the different ways in R on deciding the bandwidth.
Can anyone give an idea on which ones are preferred.
Also, how can I take