ks {ks}R Documentation

ks

Description

Kernel density estimators and kernel discriminant analysis for multivariate data (2- to 6-dimensions) with display functions.

Details

There are three main types of functions in this package: (a) bandwidth selectors, (b) kernel density estimators and (c) display.

For the bandwidth matrix selectors, there are several varieties: (a) plug-in Hpi, (b) least squares (or unbiased) cross validation (LSCV or UCV) Hlscv, (c) biased cross validation (BCV) Hbcv and (d) smoothed cross validation (SCV) Hscv.

For kernel density estimation, the main function is kde. For kernel discriminant analysis, it's kda.

For display, versions of plot send to a graphics window (the usual one for 2-dimensions or an RGL window for 3-dimensions) the results of density estimation or discriminant analysis.

For 1- to 4-dimensional data, binned versions of the kernel density estimators are also available, adapted from the KernSmooth library. These binned estimators are useful for large sample sizes.

Author(s)

Tarn Duong <tduong@maths.unsw.edu.au>

References

Bowman, A. & Azzalini, A. (1997) Applied Smoothing Techniques for Data Analysis. Oxford University Press. Oxford.

Duong, T. (2004) Bandwidth Matrices for Multivariate Kernel Density Estimation. Ph.D. Thesis. University of Western Australia.

Duong, T. & Hazelton, M.L. (2003) Plug-in bandwidth matrices for bivariate kernel density estimation. Journal of Nonparametric Statistics 15, 17-30.

Duong, T. & Hazelton, M.L. (2005) Cross-validation bandwidth matrices for multivariate kernel density estimation. Scandinavian Journal of Statistics. 32, 485-506.

Sain, S.R., Baggerly, K.A. & Scott, D.W. (1994) Cross-validation of multivariate densities. Journal of the American Statistical Association. 82, 1131-1146.

Scott, D.W. (1992) Multivariate Density Estimation: Theory, Practice, and Visualization. John Wiley & Sons. Mew York.

Simonoff, J. S. (1996) Smoothing Methods in Statistics. Springer-Verlag. New York.

Wand, M.P. & Jones, M.C. (1994) Multivariate plugin bandwidth selection. Computational Statistics 9, 97-116.

Wand, M.P. & Jones, M.C. (1995) Kernel Smoothing. Chapman & Hall/CRC. London.

See Also

sm, KernSmooth


[Package ks version 1.4.0 Index]