kde2d {MASS}R Documentation

Two-Dimensional Kernel Density Estimation

Description

Two-dimensional kernel density estimation with an axis-aligned bivariate normal kernel, evaluated on a square grid.

Usage

kde2d(x, y, h, n = 25, lims = c(range(x), range(y)))

Arguments

x x coordinate of data
y y coordinate of data
h vector of bandwidths for x and y directions. Defaults to normal reference bandwidth (see bandwidth.nrd).
n Number of grid points in each direction.
lims The limits of the rectangle covered by the grid as c(xl, xu, yl, yu).

Value

A list of three components.

x, y The x and y coordinates of the grid points, vectors of length n.
z An n x n matrix of the evaluated density.

References

Venables, W. N. and Ripley, B. D. (2002) Modern Applied Statistics with S. Fourth edition. Springer.

Examples

attach(geyser)
plot(duration, waiting, xlim = c(0.5,6), ylim = c(40,100))
f1 <- kde2d(duration, waiting, n = 50, lims = c(0.5, 6, 40, 100))
image(f1, zlim = c(0, 0.05))
f2 <- kde2d(duration, waiting, n = 50, lims = c(0.5, 6, 40, 100),
            h = c(width.SJ(duration), width.SJ(waiting)) )
image(f2, zlim = c(0, 0.05))
persp(f2, phi = 30, theta = 20, d = 5)

plot(duration[-272], duration[-1], xlim = c(0.5, 6),
     ylim = c(1, 6),xlab = "previous duration", ylab = "duration")
f1 <- kde2d(duration[-272], duration[-1],
            h = rep(1.5, 2), n = 50, lims = c(0.5, 6, 0.5, 6))
contour(f1, xlab = "previous duration",
        ylab = "duration", levels  =  c(0.05, 0.1, 0.2, 0.4) )
f1 <- kde2d(duration[-272], duration[-1],
            h = rep(0.6, 2), n = 50, lims = c(0.5, 6, 0.5, 6))
contour(f1, xlab = "previous duration",
        ylab = "duration", levels  =  c(0.05, 0.1, 0.2, 0.4) )
f1 <- kde2d(duration[-272], duration[-1],
            h = rep(0.4, 2), n = 50, lims = c(0.5, 6, 0.5, 6))
contour(f1, xlab = "previous duration",
        ylab = "duration", levels  =  c(0.05, 0.1, 0.2, 0.4) )
detach("geyser")

[Package MASS version 7.2-33 Index]