Options with stats::density() in R

Evgeni Chasnovski takes us through what the parameters in the stats::density() R function do:

Argument bw is responsible for computing bandwith of kernel density estimation: one of the main parameters that greatly affect the output. It can be specified as either algorithm of computation or directly as number. Because actual bandwidth is computed as adjust*bw(adjust is another density() argument, which is explored in the next section), here we will see how different algorithms compute bandwidths, and the effect of changing numeric value of bandwidth will be shown in section about adjust.

There are 5 available algorithms: “nrd0”, “nrd”, “ucv”, “bcv”, “SJ”. 

Evgeni has also created animations for each of these, so it’s easy to see what they do compared to the default output.

Related Posts

MAPE and Its Flaws

Jan Fischer takes us through Mean Absolute Percentage Error as a measure of forecast quality: Particular small actual values bias the MAPE.If any true values are very close to zero, the corresponding absolute percentage errors will be extremely high and therefore bias the informativity of the MAPE (Hyndman & Koehler 2006). The following graph clarifies this […]

Read More

From Excel to R: Three Examples

Abdul Majed Raja has a few examples of things which are easy to do in Excel and how you can do them in R: Create a difference variable between the current value and the next valueThis is also known as lead and lag – especially in a time series dataset this varaible becomes very important in feature engineering. In […]

Read More

Leave a Reply

Your email address will not be published. Required fields are marked *

This site uses Akismet to reduce spam. Learn how your comment data is processed.

Categories

August 2019
MTWTFSS
« Jul  
 1234
567891011
12131415161718
19202122232425
262728293031