The np Package - NexTag Supports Open Source Initiatives

More documents

Recommendations

Info

32 npconmodeReferencesAitchison, J. and C.G.G. Aitken (1976), “Multivariate binary discrimination by the kernel method,”Biometrika, 63, 413-420.Hall, P. and J.S. Racine and Q. Li (2004), “Cross-validation and the estimation of conditional probabilitydensities,” Journal of the American Statistical Association, 99, 1015-1026.Li, Q. and J.S. Racine (2007), Nonparametric Econometrics: Theory and Practice, Princeton UniversityPress.McFadden, D. and C. Puig and D. Kerschner (1977), “Determinants of the long-run demand forelectricity,” Proceedings of the American Statistical Association (Business and Economics Section),109-117.Pagan, A. and A. Ullah (1999), Nonparametric Econometrics, Cambridge University Press.Scott, D.W. (1992), Multivariate Density Estimation. Theory, Practice and Visualization, NewYork: Wiley.Silverman, B.W. (1986), Density Estimation, London: Chapman and Hall.Wang, M.C. and J. van Ryzin (1981), “A class of smooth estimators for discrete distributions,”Biometrika, 68, 301-309.Examples# EXAMPLE 1 (INTERFACE=FORMULA): For this example, we use the# birthweight data taken from the MASS library, and compute a parametric# logit model and a nonparametric conditional mode model. We then# compare their confusion matrices and summary measures of# classification ability.library("MASS")data("birthwt")attach(birthwt)# Fit a parametric logit model with low (0/1) as the dependent# variable and age, lwt, and smoke (0/1) as the covariates# From ?birthwt# 'low' indicator of birth weight less than 2.5kg# 'smoke' smoking status during pregnancy# 'race' mother's race ('1' = white, '2' = black, '3' = other)# 'ht' history of hypertension# 'ui' presence of uterine irritability# 'ftv' number of physician visits during the first trimester# 'age' mother's age in years# 'lwt' mother's weight in pounds at last menstrual periodmodel.logit
npconmode 33lwt,family=binomial(link=logit))# Generate the confusion matrix and correct classification ratiocm 0.5, 1, 0))ccr
Page 1 and 2: The np PackageFebruary 16, 2008Vers
Page 3 and 4: Italy 3Examplesdata("cps71")attach(
Page 5 and 6: wage1 5Examplesdata("oecdpanel")att
Page 7 and 8: gradients 7## S3 method for class '
Page 9 and 10: np 9A variety of bandwidth methods
Page 11 and 12: npcmstest 11npcmstestKernel Consist
Page 13 and 14: npcmstest 13ReferencesAitchison, J.
Page 15 and 16: npcdens 15npcdensKernel Conditional
Page 17 and 18: npcdens 17Valuenpcdens returns a co
Page 19 and 20: npcdens 19# Gaussian kernel (defaul
Page 21 and 22: npcdens 21# (1993) (see their descr
Page 23 and 24: npcdensbw 23fit
Page 25 and 26: npcdensbw 25na.actionxdatydatbwspro
Page 27 and 28: npcdensbw 27data. The approach is b
Page 29 and 30: npconmode 29# depending on the spee
Page 31: npconmode 31tydatexdateydata one (1
Page 35 and 36: npudens 35npudensKernel Density and
Page 37 and 38: npudens 37Author(s)Tristen Hayfield
Page 39 and 40: npudens 39# EXAMPLE 1 (INTERFACE=DA
Page 41 and 42: npudensbw 41library("datasets")data
Page 43 and 44: npudensbw 43bwsa bandwidth specific
Page 45 and 46: npudensbw 45fvalobjective function
Page 47 and 48: npudensbw 47# previous examples.bw
Page 49 and 50: npudensbw 49# previous examples.bw
Page 51 and 52: npksum 51Argumentsformuladatanewdat
Page 53 and 54: npksum 53Usage IssuesIf you are usi
Page 55 and 56: npksum 55# the bandwidth object its
Page 57 and 58: npksum 57ss
Page 59 and 60: npplot 59plot.behavior = c("plot","
Page 61 and 62: npplot 61xtrim = 0.0,neval = 50,com
Page 63 and 64: npplot 63xdatydatzdatxqyqzqxtrimytr
Page 65 and 66: npplot 65DetailsValuenpplot is a ge
Page 67 and 68: npplot 67year.seq
Page 69 and 70: npplot 69# npplot(). When npplot()
Page 71 and 72: npplreg 71## S3 method for class 'c
Page 73 and 74: npplreg 73residR2MSEMAEMAPECORRSIGN
Page 75 and 76: npplreg 75# Plot the regression sur
Page 77 and 78: npplregbw 77and dependent data), an
Page 79 and 80: npplregbw 79Detailsnpplregbw implem
Page 81 and 82: npplregbw 81x2
Page 83 and 84:
npqcmstest 83npqcmstestKernel Consi
Page 85 and 86:
npqcmstest 85Author(s)Tristen Hayfi
Page 87 and 88:
npqreg 87ftol = 1.19209e-07,tol = 1
Page 89 and 90:
npqreg 89Li, Q. and J.S. Racine (20
Page 91 and 92:
npreg 91Usagenpreg(bws, ...)## S3 m
Page 93 and 94:
npreg 93residR2MSEMAEMAPECORRSIGNif
Page 95 and 96:
npreg 95summary(model)# Use npplot(
Page 97 and 98:
npreg 97# - this may take a few min
Page 99 and 100:
npreg 99# then a noisy samplen
Page 101 and 102:
npregbw 101## S3 method for class '
Page 103 and 104:
npregbw 103ckerorderukertypeokertyp
Page 105 and 106:
npregbw 105ReferencesAitchison, J.
Page 107 and 108:
npsigtest 107bw
Page 109 and 110:
npsigtest 109Author(s)Tristen Hayfi
Page 111 and 112:
npindex 111Usagenpindex(bws, ...)##
Page 113 and 114:
npindex 113MAEMAPECORRSIGNif method
Page 115 and 116:
npindex 115x2
Page 117 and 118:
npindex 117# x1 is chi-squared havi
Page 119 and 120:
npindexbw 119# plotting via persp()
Page 121 and 122:
npindexbw 121methodnmultithe single
Page 123 and 124:
npindexbw 123allows one to deploy t
Page 125 and 126:
npscoef 125x1
Page 127 and 128:
npscoef 127Valueeydatezdaterrorsres
Page 129 and 130:
npscoef 129# We could manually plot
Page 131 and 132:
npscoefbw 131optim.abstol,optim.max
Page 133 and 134:
npscoefbw 133optim.maxattemptsmaxim
Page 135 and 136:
npscoefbw 135ReferencesAitchison, J
Page 137 and 138:
uocquantile 137uocquantileCompute Q
Page 139:
INDEX 139npconmode, 29npindex, 110n
show all

The np Package - NexTag Supports Open Source Initiatives

Create successful ePaper yourself

Delete template?

Save as template?