Also what if the grid matrix is not squared? How can I then find this kernel density matrix/
Thanks a lot. On Mon, Nov 30, 2009 at 4:56 PM, Trafim <rdapam...@gmail.com> wrote: > 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.
