You are right. I brought this example just to see how to use its with two time series. In reality I have price process and returns, and I need conditional density.
Will highly appreciate your help. I found function kde2d but cannot understand how to call for the values of the matrix. On Mon, Nov 30, 2009 at 4:48 PM, David Winsemius <dwinsem...@comcast.net>wrote: > > On Nov 30, 2009, at 9:30 AM, Trafim wrote: > > Unfortunately, it doesn't work. >> Can you, please, help me with it? >> >> In order to support the notion of a 2 dimensional distribution, you need > a function that depends on ... 2 dimensions. All you have at the moment are > two different one-dimensional functions. > > What is you goal in this effort? > > -- > David. > > Thanks a lot. >> >> On Mon, Nov 30, 2009 at 2:53 PM, Trafim <rdapam...@gmail.com> wrote: >> >> Seems that I found it - kde2d >>> >>> >>> On Mon, Nov 30, 2009 at 2:36 PM, Trafim <rdapam...@gmail.com> wrote: >>> >>> Hi everybody, >>>> >>>> I am looking for the possibility in R to estimate joint density, just >>>> for >>>> example: >>>> >>>> x <- seq(1,40,1) >>>> y <- 2*x+1+5*rnorm(length(x)) >>>> y1 <- x^3+.5*rnorm(length(x)) >>>> >>>> Is there a way to approximate the density function s.t. I will later be >>>> able to calculate f(Y=y, Y1=y1) >>>> >>>> Thanks a lot >>>> >>>> >>>> >>> >> [[alternative HTML version deleted]] >> >> >> ______________________________________________ >> R-help@r-project.org mailing list >> https://stat.ethz.ch/mailman/listinfo/r-help >> PLEASE do read the posting guide >> http://www.R-project.org/posting-guide.html >> and provide commented, minimal, self-contained, reproducible code. >> > > David Winsemius, MD > Heritage Laboratories > West Hartford, CT > > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
