LICORS: rdensity – R documentation

Become an expert in R — Interactive courses, Cheat Sheets, certificates and more!

rdensity

Generate random sample from density() or wKDE

Description

This function draws random samples given data and a density estimate (or just providing the correct bandwidth bw).

Usage

rdensity(n = 100, data = NULL, fhat = NULL, bw = fhat$bw, weights = NULL, 
    kernel = "Gaussian")

Arguments

`n`	number of samples
`fhat`	an object of class `'density'` for bandwidth selection (if `bw` is not explicitly provided as argument)
`weights`	vector of weights. Same length as `data`. Default `weights=NULL` - in this case equal weights for each point
`data`	underlying sample of `fhat`
`kernel`	kernel choice for `fhat`. Default: `kernel='Gaussian'`. See `density` for other options.
`bw`	choice of bandwidth. Default: `bw=fhat$bw`. Again see `density` for other options.

Examples

set.seed(1923)
xx <- c(rnorm(100, mean = 2), runif(100))
aa <- density(xx)
plot(aa)
xx_sample <- rdensity(n = 1000, fhat = aa, data = xx)
lines(density(xx_sample), col = 2)

LICORS

Light Cone Reconstruction of States - Predictive State Estimation From Spatio-Temporal Data

v0.2.0

GPL-2

Authors

Georg M. Goerg <gmg@stat.cmu.edu>

Initial release

2013-11-20