Sorry I tried WikiPedia and only found: Wikipedia does not have an article with this exact name.
I will try to find some other sources of information. Kevin ---- Mark Difford <[EMAIL PROTECTED]> wrote: > Hi Kevin, >> I still have my original question. How does the output relate to >> estimating the parameters >> of a given density? I read that for a gausian kernal: This isn't the place for such questions: you need to do some _basic_ reading on the subject so that you begin to understand something about the method you are messing about with. Basically (very basically) it's a smoothed out histogram. And you will probably (?) know that a histogram is [still used] to show you how a set of univariate data (random variable) is distributed. Perhaps start with http://en.wikipedia.org/wiki/Kernel_density, then go somewhere else. But since you have access to the web you really should have found something like this yourself. Regards, Mark. rkevinburton wrote: > > OK. Thank you for pointing out my mistake. > > I still have my original question. How does the output relate to > estimating the parameters of a given density? I read that for a gausian > kernal: > > bw.nrd0 implements a rule-of-thumb for choosing the bandwidth of a > Gaussian kernel density estimator. It defaults to 0.9 times the minimum of > the standard deviation and the interquartile range divided by 1.34 times > the sample size to the negative one-fifth power (= Silverman's ‘rule of > thumb’ > > But how does that relate to say a Poisson distribution or a two-parameter > distribution like a normal, beta, or binomial distribution? > > Thank you. > > Kevin > > ---- Mark Difford <[EMAIL PROTECTED]> wrote: >> >> Hi Kevin, >> >> >> The documentation indicates that the bw is essentially the sd. >> >> > d <- density(rnorm(1000)) >> >> Not so. The documentation states that the following about "bw": "The >> kernels >> are scaled such that this is the standard deviation of the smoothing >> kernel...," which is a very different thing. >> >> The default bandwidth used by density is ?bw.nrd0. Read that >> documentation >> carefully and all might be clear. >> >> HTH, Mark. >> >> >> rkevinburton wrote: >> > >> > I issue the following: >> > >> >> d <- density(rnorm(1000)) >> >> d >> > >> > and get: >> > >> > Call: >> > density.default(x = rnorm(1000)) >> > >> > Data: rnorm(1000) (1000 obs.); Bandwidth 'bw' = 0.2235 >> > >> > x y >> > Min. :-3.5157 Min. :2.416e-05 >> > 1st Qu.:-1.6892 1st Qu.:1.129e-02 >> > Median : 0.1373 Median :7.267e-02 >> > Mean : 0.1373 Mean :1.367e-01 >> > 3rd Qu.: 1.9639 3rd Qu.:2.693e-01 >> > Max. : 3.7904 Max. :4.014e-01 >> > >> > The documentation indicates that the bw is essentially the sd. Yet I >> have >> > specified an sd of 1? How am I to interpret the ranges of the values? x >> > ranges almost from -4 to +4 and y ranges from 0 to 0.4. The mean x is >> .1 >> > which isn't too awfully close to what I would expect (0.0). Then there >> is: >> > >> >> d <- density(rpois(1000,0)) >> >> d >> > >> > Call: >> > density.default(x = rpois(1000, 0)) >> > >> > Data: rpois(1000, 0) (1000 obs.); Bandwidth 'bw' = 0.2261 >> > >> > x y >> > Min. :-0.6782 Min. :0.01979 >> > 1st Qu.:-0.3391 1st Qu.:0.14073 >> > Median : 0.0000 Median :0.57178 >> > Mean : 0.0000 Mean :0.73454 >> > 3rd Qu.: 0.3391 3rd Qu.:1.32830 >> > Max. : 0.6782 Max. :1.76436 >> > >> > Here I am getting the mean that I expect from a Poisson distribuition >> but >> > y ranges from 0 to 1.75. Again I am not sure what these numbers mean. >> How >> > can I map the output to the standard distirbution description >> parameters? >> > >> > Thank you. >> > >> > Kevin >> > >> > ______________________________________________ >> > 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. >> > >> > >> >> -- >> View this message in context: >> http://www.nabble.com/Help-interpreting-density%28%29.-tp18704955p18706154.html >> Sent from the R help mailing list archive at Nabble.com. >> >> ______________________________________________ >> 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. > > ______________________________________________ > 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. > > -- View this message in context: http://www.nabble.com/Help-interpreting-density%28%29.-tp18704955p18707522.html Sent from the R help mailing list archive at Nabble.com. ______________________________________________ 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. ______________________________________________ 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.