R Notebook

Using the R function density

The R function density performs nonparametric kernel density estimation. We can use this function to plot different kernel functions.

(kernels <- eval(formals(density.default)$kernel))

[1] "gaussian"     "epanechnikov" "rectangular"  "triangular"   "biweight"     "cosine"      
[7] "optcosine"   

Show the kernels in the R parametrization: re-scaled versions to have variance equal to 1.

plot (density(0, bw = 1), xlab = "",
      main = "R's density() kernels with bw = 1")
for(i in 2:length(kernels))
  lines(density(0, bw = 1, kernel =  kernels[i]), col = i)

legend(1.5,.4, legend = kernels, col = seq(kernels),
       lty = 1, cex = .8, y.intersp = 1)

Using locpolreg

The function kernel has been defined in the file locpolreg.R. It admits 3 types of kernels:

• normal (Gaussian, default),
• epan (Epanechnikov) or
• rs.epan (re-scaled Epanechnikov).

source("locpolreg.R")

cannot open file 'locpolreg.R': No such file or directoryError in file(filename, "r", encoding = encoding) : 
  cannot open the connection