MathGroup Archive 2002

[Date Index] [Thread Index] [Author Index]

Search the Archive

RE: Nonparametric kernel density estimators

  • To: mathgroup at smc.vnet.net
  • Subject: [mg38526] RE: Nonparametric kernel density estimators
  • From: "DrBob" <drbob at bigfoot.com>
  • Date: Fri, 20 Dec 2002 23:40:57 -0500 (EST)
  • Reply-to: <majort at cox-internet.com>
  • Sender: owner-wri-mathgroup at wolfram.com

Yes, we can do it ourselves, but MathStatica isn't of much help in the
process, and it can't be loaded after other packages, so the net benefit
may be negative.  As for Bandwidth, how does it decide what is optimal?
Can't I do that in Mathematica, too?

When I try to use MathStatica, I first have to eliminate everything in
my Init.m file (and change it back again later), which is a pain.  Once
I get into it and start dealing with the quirky interface, the
unnecessary splash screen and web-site palette, etc. --- it just never
seems worthwhile.

Bobby

-----Original Message-----
From: Bill Rowe [mailto:listuser at earthlink.net] 
To: mathgroup at smc.vnet.net
Subject: [mg38526] Re: Nonparametric kernel density estimators

On 12/20/02 at 6:50 AM, drbob at bigfoot.com wrote:

>As best I can tell, MathStatica graphs kernel density estimates, but
>gives you no other access to them.

Yes, MathStatica provides no functions for directly manipulating
non-parametric kernel density estimates except for plotting them. But I
do not see this as being a significant limitation.

If you need more than a plot, you could either extract the points from
the plot MathStatica produces and fit an interpolating function to it or
you could use ListConvolve with the desired kernel to compute the
values.

As I see it the biggest problem with doing non-parametric kernel density
estimation is determing the optimum bandwidth to use. MathStatica
provides a function appropriately named Bandwidth to compute this from
the data and a given kernel





  • Prev by Date: Re: Polynomial GCD and LCM over a Field
  • Next by Date: Re: Surface fitting question
  • Previous by thread: Re: Nonparametric kernel density estimators
  • Next by thread: RE: Nonparametric kernel density estimators