[R] Help interpreting density().

[rkevinburton at charter.net]

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 <mark_difford at yahoo.co.uk> 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 at 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.
> > 
> > 
> 
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