Two-Dimensional Kernel Density Estimation

Usage

kde2d(x, y, h, n=25, lims=c(range(x), range(y)))

Arguments

x x coordinate of data
y y coordinate of data
h vector of bandwidths for x and y directions. Defaults to normal reference bandwidth.
n Number of grid points in each direction.
lims The limits of the rectangle covered by the grid as c(xl, xu, yl, yu).

Description

Two-dimensional kernel density estimation with an axis-aligned bivariate normal kernel, evaluated on a square grid.

Value

A list of three components.

x, The x and y coordinates of the grid points, vectors of length n.
z An n x n matrix of the evaluated density.


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