Re: [R] density at particular values
On 21-Nov-10 19:11:20, William Dunlap wrote: >> -Original Message- >> From: r-help-boun...@r-project.org >> [mailto:r-help-boun...@r-project.org] On Behalf Of Shant Ch >> Sent: Saturday, November 20, 2010 6:34 PM >> To: David Winsemius >> Cc: r-help@r-project.org >> Subject: Re: [R] density at particular values >> >> David, I did look at ?density many times. I think I didn't >> explain what I have to find. >> >> Suppose I have a data. >> x<- c(rnorm(40,5,3),rcauchy(30,0,4),rexp(30,6)) >> >> Suppose I don't have information about the mixture, I have >> been given only the data. >> >> density(x) will give the 6 number summary of the data, given >> as x and also the 6 number summary of the density of density >> given as y. > > print(density(x)) displays a 6-number summary of the > x and y outputs of density, which are only tangentially > related to the data. (The default x output is a evenly > spaced seqence of n=512 values covering the range of > the input x.) I don't know why this display was chosen. > >> I want to find the density of the given data at x=1. I >> basically want the value >> of y(=density) for x=1 i.e. kernel density at x=1. > > If you really just want the density at a single > point, x0 (=1 in your case), you can do >d0 <- density(x, from=x0, to=x0, n=1)$y > (density only lets you choose the output x vector > as an evenly spaced sequence parameterized by > from, to, and n.) > > Bill Dunlap Almost, but not quite! (Perhaps ... ). For example: set.seed(54321) x<- c(rnorm(40,5,3),rcauchy(30,0,4),rexp(30,6)) # Shant Ch's mixture min(x) # [1] -33.32023 max(x) # [1] 716.6736 d <- density(x,from=(-34),to=720,n=755) c(d$x[36],d$y[36]) ## Using density() on the full range of data # [1] 1.000 0.1125064 density(x,from=1,to=1,n=1)$y ## William's targeted density() # [1] 0.1136818 So there's about 1% difference in this example. Of course, what the answer *should* be is debatable, and 1% may be well within the debatable range, and William's 0.1136818 may be just as acceptable as my 0.1125064 (and that's without getting into issues of bandwidth and so on). I'm just putting it up to illustrate that you should not expect a "unique" answer to this question: what the answer is depends on how you set about finding it! Ted. E-Mail: (Ted Harding) Fax-to-email: +44 (0)870 094 0861 Date: 21-Nov-10 Time: 19:39:41 -- XFMail -- __ 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.
Re: [R] density at particular values
> -Original Message- > From: r-help-boun...@r-project.org > [mailto:r-help-boun...@r-project.org] On Behalf Of Shant Ch > Sent: Saturday, November 20, 2010 6:34 PM > To: David Winsemius > Cc: r-help@r-project.org > Subject: Re: [R] density at particular values > > David, I did look at ?density many times. I think I didn't > explain what I have > to find. > > Suppose I have a data. > x<- c(rnorm(40,5,3),rcauchy(30,0,4),rexp(30,6)) > > Suppose I don't have information about the mixture, I have > been given only the > data. > > density(x) will give the 6 number summary of the data, given > as x and also the 6 > number summary of the density of density given as y. print(density(x)) displays a 6-number summary of the x and y outputs of density, which are only tangentially related to the data. (The default x output is a evenly spaced seqence of n=512 values covering the range of the input x.) I don't know why this display was chosen. > I want to find the density of the given data at x=1. I > basically want the value > of y(=density) for x=1 i.e. kernel density at x=1. If you really just want the density at a single point, x0 (=1 in your case), you can do d0 <- density(x, from=x0, to=x0, n=1)$y (density only lets you choose the output x vector as an evenly spaced sequence parameterized by from, to, and n.) Bill Dunlap Spotfire, TIBCO Software wdunlap tibco.com > > Shant > > > > > > > > > > > > > > ________________ > From: David Winsemius > > Cc: r-help@r-project.org > Sent: Sat, November 20, 2010 8:54:32 PM > Subject: Re: [R] density at particular values > > > On Nov 20, 2010, at 8:07 PM, Shant Ch wrote: > > > Hello everyone! > > > > I want to use density function of R to compute the density > at x(=0, say). But > >it > > is giving me the 5-number summary and mean of the data and > densities at that > > point. > > I just want the densities at different values specified by > me. Can anyone let > >me > > know how can I find that? > > Here's what you should have done (even before posting): > > ?density > > "Value > x the n coordinates of the points where the density is estimated. > > y the estimated density values. These will be non-negative, > but can be zero." > > Realize that the "specified by me" part is either going to be > modified to "pick > an existing estimate near my specification" or that you will > need to approximate > the value. So what is the actual problem (and the actual data setup) ? > > --David. > > > > > > For example > > > > > > Thanks in advance for your help. > > > > > > Shant > > > > > > > > > > [[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 > 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. > __ 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.
Re: [R] density at particular values
It's actually not too difficult to write the density function itself as
returning a function rather than a list of x and y values. Here is a no frills
(well, few frills) version:
### cut here ###
densityfun <- local({
normd <- function(value, bw) {
force(value); force(bw)
function(z) dnorm(z, mean = value, sd = bw)
}
function(x, bw = bw.nrd0, adjust = 1) {
bandw <- bw(x) * adjust
flist <- lapply(x, normd, bw = bandw)
function(z)
if(length(z) <= 1)
mean(sapply(flist, function(fun) fun(z)))
else rowMeans(sapply(flist, function(fun) fun(z)))
}
})
### cut here ###
To test it:
library(MASS)
x <- faithful$eruptions
dx <- density(x, n = 500)
plot(dx)
dfun <- densityfun(x)
sx <- sample(dx$x, 25)
points(sx, dfun(sx), pch = 4)
curve(dfun, add = TRUE, col = "blue", n = 500)
This idea could be extneded to provide essentially the same features as
density() itself. The details are left as an exercise... If anyone ever needs
to integrate a kernel density estimate, (and for now I can't see why they
would, but if), then this would provide a way to do it with integrate().
Bill Venables.
-Original Message-
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On
Behalf Of David Winsemius
Sent: Sunday, 21 November 2010 3:21 PM
To: Shant Ch
Cc: r-help@r-project.org
Subject: Re: [R] density at particular values
On Nov 20, 2010, at 9:34 PM, Shant Ch wrote:
> David, I did look at ?density many times. I think I didn't explain
> what I have to find.
>
> Suppose I have a data.
> x<- c(rnorm(40,5,3),rcauchy(30,0,4),rexp(30,6))
>
> Suppose I don't have information about the mixture, I have been
> given only the data.
>
> density(x) will give the 6 number summary of the data, given as x
> and also the 6 number summary of the density of density given as y.
I am not sure what the number six (6) represents in the two palces it
occurs:
> str(density(x))
List of 7
$ x: num [1:512] -59.2 -59 -58.8 -58.5 -58.3 ...
$ y: num [1:512] 3.30e-05 5.27e-05 8.19e-05 1.24e-04
1.82e-04 ...
$ bw : num 1.37
$ n: int 100
$ call : language density.default(x = x)
$ data.name: chr "x"
$ has.na : logi FALSE
- attr(*, "class")= chr "density"
Perhaps you want to look at:
?approxfun
It would let you interpolate at points that are not part of the set
density(x)$x
__
David.
>
> I want to find the density of the given data at x=1. I basically
> want the value of y(=density) for x=1 i.e. kernel density at x=1.
>
> Shant
>
>
>
>
>
>
>
>
>
>
>
> From: David Winsemius
> To: Shant Ch
> Cc: r-help@r-project.org
> Sent: Sat, November 20, 2010 8:54:32 PM
> Subject: Re: [R] density at particular values
>
>
> On Nov 20, 2010, at 8:07 PM, Shant Ch wrote:
>
> > Hello everyone!
> >
> > I want to use density function of R to compute the density at
> x(=0, say). But it
> > is giving me the 5-number summary and mean of the data and
> densities at that
> > point.
> > I just want the densities at different values specified by me. Can
> anyone let me
> > know how can I find that?
>
> Here's what you should have done (even before posting):
>
> ?density
>
> "Value
> x the n coordinates of the points where the density is estimated.
>
> y the estimated density values. These will be non-negative, but can
> be zero."
>
> Realize that the "specified by me" part is either going to be
> modified to "pick an existing estimate near my specification" or
> that you will need to approximate the value. So what is the actual
> problem (and the actual data setup) ?
>
> --David.
>
>
> >
> > For example
> >
> >
> > Thanks in advance for your help.
> >
> >
> > Shant
> >
> >
> >
> >
> > [[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
> West Hartford, CT
>
>
>
David Winsemius, MD
West Hartford, CT
__
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.
Re: [R] density at particular values
On Nov 20, 2010, at 9:34 PM, Shant Ch wrote: David, I did look at ?density many times. I think I didn't explain what I have to find. Suppose I have a data. x<- c(rnorm(40,5,3),rcauchy(30,0,4),rexp(30,6)) Suppose I don't have information about the mixture, I have been given only the data. density(x) will give the 6 number summary of the data, given as x and also the 6 number summary of the density of density given as y. I am not sure what the number six (6) represents in the two palces it occurs: > str(density(x)) List of 7 $ x: num [1:512] -59.2 -59 -58.8 -58.5 -58.3 ... $ y: num [1:512] 3.30e-05 5.27e-05 8.19e-05 1.24e-04 1.82e-04 ... $ bw : num 1.37 $ n: int 100 $ call : language density.default(x = x) $ data.name: chr "x" $ has.na : logi FALSE - attr(*, "class")= chr "density" Perhaps you want to look at: ?approxfun It would let you interpolate at points that are not part of the set density(x)$x __ David. I want to find the density of the given data at x=1. I basically want the value of y(=density) for x=1 i.e. kernel density at x=1. Shant From: David Winsemius To: Shant Ch Cc: r-help@r-project.org Sent: Sat, November 20, 2010 8:54:32 PM Subject: Re: [R] density at particular values On Nov 20, 2010, at 8:07 PM, Shant Ch wrote: > Hello everyone! > > I want to use density function of R to compute the density at x(=0, say). But it > is giving me the 5-number summary and mean of the data and densities at that > point. > I just want the densities at different values specified by me. Can anyone let me > know how can I find that? Here's what you should have done (even before posting): ?density "Value x the n coordinates of the points where the density is estimated. y the estimated density values. These will be non-negative, but can be zero." Realize that the "specified by me" part is either going to be modified to "pick an existing estimate near my specification" or that you will need to approximate the value. So what is the actual problem (and the actual data setup) ? --David. > > For example > > > Thanks in advance for your help. > > > Shant > > > > > [[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 West Hartford, CT David Winsemius, MD West Hartford, CT __ 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.
Re: [R] density at particular values
Hi Shant, You could use approxfun() on the density as follows: > # data > set.seed(123) > x <- c(rnorm(40,5,3),rcauchy(30,0,4),rexp(30,6)) > d <- density(x) > str(d) List of 7 $ x: num [1:512] -115 -115 -115 -114 -114 ... $ y: num [1:512] 3.24e-05 6.99e-05 1.40e-04 2.58e-04 4.43e-04 ... $ bw : num 1.62 $ n: int 100 $ call : language density.default(x = x) $ data.name: chr "x" $ has.na : logi FALSE - attr(*, "class")= chr "density" > > # showing values around x = 1 > # here, "y" is the density > with(d, cbind(x, y))[d$x > 0 & d$x < 1.5,] x y [1,] 0.3489268 0.1084530 [2,] 0.8031464 0.1070246 [3,] 1.2573661 0.1015048 > > # function to estimate the density at x0 > f <- with(d, approxfun(x, y)) > > # estimating f at x0 = 1 > f(1) [1] 0.1046324 HTH, Jorge On Sat, Nov 20, 2010 at 9:34 PM, Shant Ch <> wrote: > David, I did look at ?density many times. I think I didn't explain what I > have > to find. > > Suppose I have a data. > x<- c(rnorm(40,5,3),rcauchy(30,0,4),rexp(30,6)) > > Suppose I don't have information about the mixture, I have been given only > the > data. > > density(x) will give the 6 number summary of the data, given as x and also > the 6 > number summary of the density of density given as y. > > I want to find the density of the given data at x=1. I basically want the > value > of y(=density) for x=1 i.e. kernel density at x=1. > > Shant > > > > > > > > > > > > > > > From: David Winsemius > > Cc: r-help@r-project.org > Sent: Sat, November 20, 2010 8:54:32 PM > Subject: Re: [R] density at particular values > > > On Nov 20, 2010, at 8:07 PM, Shant Ch wrote: > > > Hello everyone! > > > > I want to use density function of R to compute the density at x(=0, say). > But > >it > > is giving me the 5-number summary and mean of the data and densities at > that > > point. > > I just want the densities at different values specified by me. Can anyone > let > >me > > know how can I find that? > > Here's what you should have done (even before posting): > > ?density > > "Value > x the n coordinates of the points where the density is estimated. > > y the estimated density values. These will be non-negative, but can be > zero." > > Realize that the "specified by me" part is either going to be modified to > "pick > an existing estimate near my specification" or that you will need to > approximate > the value. So what is the actual problem (and the actual data setup) ? > > --David. > > > > > > For example > > > > > > Thanks in advance for your help. > > > > > > Shant > > > > > > > > > > [[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 > 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. > [[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.
Re: [R] density at particular values
David, I did look at ?density many times. I think I didn't explain what I have to find. Suppose I have a data. x<- c(rnorm(40,5,3),rcauchy(30,0,4),rexp(30,6)) Suppose I don't have information about the mixture, I have been given only the data. density(x) will give the 6 number summary of the data, given as x and also the 6 number summary of the density of density given as y. I want to find the density of the given data at x=1. I basically want the value of y(=density) for x=1 i.e. kernel density at x=1. Shant From: David Winsemius Cc: r-help@r-project.org Sent: Sat, November 20, 2010 8:54:32 PM Subject: Re: [R] density at particular values On Nov 20, 2010, at 8:07 PM, Shant Ch wrote: > Hello everyone! > > I want to use density function of R to compute the density at x(=0, say). But >it > is giving me the 5-number summary and mean of the data and densities at that > point. > I just want the densities at different values specified by me. Can anyone let >me > know how can I find that? Here's what you should have done (even before posting): ?density "Value x the n coordinates of the points where the density is estimated. y the estimated density values. These will be non-negative, but can be zero." Realize that the "specified by me" part is either going to be modified to "pick an existing estimate near my specification" or that you will need to approximate the value. So what is the actual problem (and the actual data setup) ? --David. > > For example > > > Thanks in advance for your help. > > > Shant > > > > > [[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 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.
Re: [R] density at particular values
On Nov 20, 2010, at 8:07 PM, Shant Ch wrote: Hello everyone! I want to use density function of R to compute the density at x(=0, say). But it is giving me the 5-number summary and mean of the data and densities at that point. I just want the densities at different values specified by me. Can anyone let me know how can I find that? Here's what you should have done (even before posting): ?density "Value x the n coordinates of the points where the density is estimated. y the estimated density values. These will be non-negative, but can be zero." Realize that the "specified by me" part is either going to be modified to "pick an existing estimate near my specification" or that you will need to approximate the value. So what is the actual problem (and the actual data setup) ? -- David. For example Thanks in advance for your help. Shant [[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 West Hartford, CT __ 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] density at particular values
Hello everyone! I want to use density function of R to compute the density at x(=0, say). But it is giving me the 5-number summary and mean of the data and densities at that point. I just want the densities at different values specified by me. Can anyone let me know how can I find that? For example Thanks in advance for your help. Shant [[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.
