?? kde.r
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for (i in 1:n)
{
## compute evaluation points
eval.x <- gridx[[1]][grid.pts$xmin[i,1]:grid.pts$xmax[i,1]]
eval.y <- gridx[[2]][grid.pts$xmin[i,2]:grid.pts$xmax[i,2]]
eval.x.ind <- c(grid.pts$xmin[i,1]:grid.pts$xmax[i,1])
eval.y.ind <- c(grid.pts$xmin[i,2]:grid.pts$xmax[i,2])
eval.x.len <- length(eval.x)
eval.pts <- permute(list(eval.x, eval.y))
fhat <- dmvnorm(eval.pts, x[i,], H)
## place vector of density estimate values `fhat' onto grid 'fhat.grid'
for (j in 1:length(eval.y))
fhat.grid[eval.x.ind, eval.y.ind[j]] <-
fhat.grid[eval.x.ind, eval.y.ind[j]] +
fhat[((j-1) * eval.x.len + 1):(j * eval.x.len)]
}
fhat.grid <- fhat.grid/n
gridx1 <- list(gridx[[1]], gridx[[2]])
fhat.list <- list(x=x, eval.points=gridx1, estimate=fhat.grid, H=H, gridtype=gridx$gridtype)
return(fhat.list)
}
###############################################################################
# Trivariate kernel density estimate using normal kernels, evaluated over grid
#
# Parameters
# x - data points
# H - bandwidth matrix
# gridsize - number of interval points in grid
# supp - effective support of kernel
#
# Returns
# list with fields
# x - data points
# eval.points - points that KDE is evaluated at
# estimate - KDE evaluated at eval.points
# H - bandwidth matrix
###############################################################################
kde.grid.3d <- function(x, H, gridsize, supp, gridx=NULL, grid.pts=NULL, xmin, xmax, gridtype)
{
## initialise grid
n <- nrow(x)
if (is.null(gridx))
gridx <- make.grid.ks(x, matrix.sqrt(H), tol=supp, gridsize=gridsize, xmin=xmin, xmax=xmax, gridtype=gridtype)
suppx <- make.supp(x, matrix.sqrt(H), tol=supp)
if (is.null(grid.pts))
grid.pts <- find.gridpts(gridx, suppx)
fhat.grid <- array(0, dim=c(length(gridx[[1]]), length(gridx[[2]]),
length(gridx[[3]])))
for (i in 1:n)
{
## compute evaluation points
eval.x <- gridx[[1]][grid.pts$xmin[i,1]:grid.pts$xmax[i,1]]
eval.y <- gridx[[2]][grid.pts$xmin[i,2]:grid.pts$xmax[i,2]]
eval.z <- gridx[[3]][grid.pts$xmin[i,3]:grid.pts$xmax[i,3]]
eval.x.ind <- c(grid.pts$xmin[i,1]:grid.pts$xmax[i,1])
eval.y.ind <- c(grid.pts$xmin[i,2]:grid.pts$xmax[i,2])
eval.z.ind <- c(grid.pts$xmin[i,3]:grid.pts$xmax[i,3])
eval.x.len <- length(eval.x)
eval.pts <- permute(list(eval.x, eval.y))
## place vector of density estimate values `fhat' onto grid 'fhat.grid'
for (k in 1:length(eval.z))
{
fhat <- dmvnorm(cbind(eval.pts, eval.z[k]), x[i,], H)
for (j in 1:length(eval.y))
fhat.grid[eval.x.ind,eval.y.ind[j], eval.z.ind[k]] <-
fhat.grid[eval.x.ind, eval.y.ind[j], eval.z.ind[k]] +
fhat[((j-1) * eval.x.len + 1):(j * eval.x.len)]
}
}
fhat.grid <- fhat.grid/n
gridx1 <- list(gridx[[1]], gridx[[2]], gridx[[3]])
fhat.list <- list(x=x, eval.points=gridx1, estimate=fhat.grid, H=H, gridtype=gridx$gridtype)
return(fhat.list)
}
###############################################################################
# Multivariate kernel density estimate using normal kernels,
# evaluated at each sample point
#
# Parameters
# x - data points
# H - bandwidth matrix
# eval.points - points where to evaluate density estimate
#
# Returns
# list with fields
# x - data points
# eval.points - points that KDE is evaluated at
# estimate - KDE evaluated at eval.points
# H - bandwidth matrix
###############################################################################
kde.points <- function(x, H, eval.points)
{
n <- nrow(x)
Hs <- numeric(0)
for (i in 1:n)
Hs <- rbind(Hs, H)
fhat <- dmvnorm.mixt(x=eval.points, mus=x, Sigmas=Hs, props=rep(1, n)/n)
return(list(x=x, eval.points=eval.points, estimate=fhat, H=H))
}
kde.points.1d <- function(x, h, eval.points, positive=FALSE, adj.positive)
{
n <- length(x)
if (positive)
{
if (missing(adj.positive)) adj.positive <- abs(min(x))
y <- log(x + adj.positive) ## transform positive data x to real line
eval.pointsy <- log(eval.points + adj.positive)
}
else
{
y <- x
eval.pointsy <- eval.points
}
fhat <- 0
for (k in 1:n)
fhat <- fhat + dnorm(x=eval.pointsy, mean=y[k], sd=h)
fhat <- fhat/n
if (positive)
fhat <- fhat/(eval.points + adj.positive) ##fhat/exp(eval.pointsy)
return(list(x=x, eval.points=eval.points, estimate=fhat, h=h, H=h^2))
}
###############################################################################
# Display kernel density estimate
#
# Parameters
# fhat - output from call to `kde'
###############################################################################
plot.kde <- function(x, drawpoints=FALSE, ...)
{
fhat <- x
if (is.vector(fhat$x))
plotkde.1d.v2(fhat, drawpoints=drawpoints, ...)
else
{
d <- ncol(fhat$x)
if (d==2)
{
plotret <- plotkde.2d.v2(fhat, drawpoints=drawpoints, ...)
invisible(plotret)
}
else if (d==3)
{
plotkde.3d(fhat, drawpoints=drawpoints, ...)
invisible()
}
else
stop ("Plot function only available for 1, 2 or 3-dimensional data")
}
}
plotkde.1d.v2 <- function(fhat, xlab, ylab="Density function", add=FALSE,
drawpoints=TRUE, ptcol="blue", jitter=FALSE, ...) #col="black", ...)
{
if (missing(xlab)) xlab <- fhat$names
if (add)
lines(fhat$eval.points, fhat$estimate, xlab=xlab, ylab=ylab, ...)
else
plot(fhat$eval.points, fhat$estimate, type="l", xlab=xlab, ylab=ylab, ...)
if (drawpoints)
if (jitter)
rug(jitter(fhat$x), col=ptcol)
else
rug(fhat$x, col=ptcol)
}
###############################################################################
# Display bivariate kernel density estimate
#
# Parameters
# fhat - output from 'kde.grid'
# display - "persp" - perspective plot
# - "slice" - contour plot
# - "image" image plot
# cont - vector of contours to be plotted
###############################################################################
plotkde.2d.v2 <- function(fhat, display="slice", cont=c(25,50,75), abs.cont,
xlab, ylab, zlab="Density function", cex=1, pch=1,
add=FALSE, drawpoints=TRUE, drawlabels=TRUE, theta=-30, phi=40, d=4,
ptcol="blue", ...) #shade=0.75, border=NA, persp.col="grey", ...)
{
disp1 <- substr(display,1,1)
if (!is.list(fhat$eval.points))
stop("Need a grid of density estimates")
if (missing(xlab)) xlab <- fhat$names[1]
if (missing(ylab)) ylab <- fhat$names[2]
##eval1 <- fhat$eval.points[[1]]
##eval2 <- fhat$eval.points[[2]]
## perspective/wireframe plot
if (disp1=="p")
plotret <- persp(fhat$eval.points[[1]], fhat$eval.points[[2]], fhat$estimate,
theta=theta, phi=phi, d=d, xlab=xlab, ylab=ylab, zlab=zlab, ...)
##shade=shade, border=border, col=persp.col, ...)
else if (disp1=="s")
{
if (!add)
plot(fhat$x[,1], fhat$x[,2], type="n",xlab=xlab, ylab=ylab, ...)
## compute contours
if (missing(abs.cont))
hts <- contourLevels(fhat, prob=(100-cont)/100)
else if (is.null(abs.cont))
hts <- contourLevels(fhat, n.pretty=5)
else
hts <- abs.cont
## draw contours
for (i in 1:length(hts))
{
if (missing(abs.cont)) scale <- cont[i]/hts[i]
else scale <- 1
contour(fhat$eval.points[[1]], fhat$eval.points[[2]],
fhat$estimate*scale, level=hts[i]*scale, add=TRUE,
drawlabels=drawlabels, ...)
}
## add points
if (drawpoints)
points(fhat$x[,1], fhat$x[,2], col=ptcol, cex=cex, pch=pch)
}
## image plot
else if (disp1=="i")
{
image(fhat$eval.points[[1]], fhat$eval.points[[2]], fhat$estimate,
xlab=xlab, ylab=ylab, add=add, ...)
box()
}
else if (disp1=="f")
filled.contour(fhat$eval.points[[1]], fhat$eval.points[[2]], fhat$estimate,
xlab=xlab, ylab=ylab, ...)
if (disp1=="p") invisible(plotret)
else invisible()
}
###############################################################################
## Display trivariate kernel density estimate
###############################################################################
plotkde.3d <- function(fhat, cont=c(25,50,75), abs.cont, colors,
alphavec, size=3, ptcol="blue", add=FALSE,
xlab, ylab, zlab, drawpoints=FALSE, alpha=1, ...)
{
require(rgl)
require(misc3d)
if (missing(abs.cont))
hts <- contourLevels(fhat, prob=(100-cont)/100)
else
hts <- abs.cont
nc <- length(hts)
if (missing(colors))
colors <- rev(heat.colors(nc))
if (missing(xlab)) xlab <- fhat$names[1]
if (missing(ylab)) ylab <- fhat$names[2]
if (missing(zlab)) zlab <- fhat$names[3]
#if (is.null(x.names)) zlab <- "z" else zlab <- x.names[3]
if (missing(alphavec))
alphavec <- seq(0.1,0.5,length=nc)
##if (!add) clear3d()
bg3d(col="white")
if (drawpoints)
plot3d(fhat$x[,1],fhat$x[,2],fhat$x[,3], size=size, col=ptcol, alpha=alpha, xlab=xlab, ylab=ylab, zlab=zlab, add=add, ...)
else
plot3d(fhat$x[,1],fhat$x[,2],fhat$x[,3], type="n", xlab=xlab, ylab=ylab, zlab=zlab, add=add, ...)
for (i in 1:nc)
contour3d(fhat$estimate, level=hts[nc-i+1], x=fhat$eval.points[[1]],
y=fhat$eval.points[[2]], z=fhat$eval.points[[3]], add=TRUE,
color=colors[i], alpha=alphavec[i], ...)
}
###############################################################################
### Contour levels
###############################################################################
## create S3 generic
contourLevels <- function(x, ...){
UseMethod("contourLevels")
}
contourLevels.kde <- function(x, prob, cont, nlevels=5, ...)
{
fhat <- x
if (is.vector(fhat$x))
{
d <- 1; n <- length(fhat$x); H <- as.matrix(fhat$H)
bgridsize <- length(fhat$estimate)
}
else
{
d <- ncol(fhat$x); n <-nrow(fhat$x); H <- fhat$H
bgridsize <- dim(fhat$estimate)
}
## for large sample sizes, use binned approx.
if (n >= 5e3 & d <= 4 & fhat$binned)
{
bin.par <- binning(fhat$x, bgridsize=bgridsize, H=H, supp=3.7)
dobs <- rep(fhat$estimate, round(bin.par$counts,0))
dobs <- dobs[dobs>0]
}
else
dobs <- kde(x=fhat$x, H=fhat$H, eval.points=fhat$x)$estimate
if (missing(prob) & missing(cont))
hts <- pretty(dobs, n=nlevels)
if (!missing(prob) & missing(cont))
hts <- quantile(dobs, prob=prob)
if (missing(prob) & !missing(cont))
hts <- quantile(dobs, prob=(100-cont)/100)
return(hts)
}
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