Multivariate kernel density estimation for compositional data {Compositional} | R Documentation |
Multivariate kernel density estimation for compositional data
Description
Multivariate kernel density estimation for compositional data.
Usage
comp.kern(x, type= "alr", h = NULL, thumb = "silverman")
Arguments
x |
A matrix with Euclidean (continuous) data. |
type |
The type of trasformation used, either the additive log-ratio ("alr"), the isometric log-ratio ("ilr") or the pivot coordinate ("pivot") transformation. |
h |
The bandwidh value. It can be a single value, which is turned into a vector and then into a diagonal matrix, or a vector which is turned into a diagonal matrix. If it is NULL, then you need to specify the "thumb" argument below. |
thumb |
Do you want to use a rule of thumb for the bandwidth parameter? If no, leave the "h" NULL and put "estim" for maximum likelihood cross-validation, "scott" or "silverman" for Scott's and Silverman's rules of thumb respectively. |
Details
The multivariate kernel density estimate is calculated with a (not necssarily given) bandwidth value.
Value
A vector with the density estimates calculated for every vector.
Author(s)
Michail Tsagris.
R implementation and documentation: Michail Tsagris mtsagris@uoc.gr.
References
Arsalane Chouaib Guidoum (2015). Kernel Estimator and Bandwidth Selection for Density and its Derivatives.
The kedd R package.
M.P. Wand and M.C. Jones (1995). Kernel smoothing, pages 91-92.
B.W. Silverman (1986). Density estimation for statistics and data analysis, pages 76-78.
See Also
Examples
x <- as.matrix(iris[, 1:3])
x <- x / rowSums(x)
f <- comp.kern(x)