[英]Generation sample using kernel density estimates in r
I need generate sample from existing data using kernel density estimates in R. In my data missing negative values (and can not be), but in generate sample negative values present. 我需要使用R中的核密度估计从现有数据生成样本。在我的数据中缺少负值(并且不能),但是在生成样本负值时。
library(ks)
set.seed(1)
par(mfrow=c(2,1))
x<-rlnorm(100)
hist(x, col="red", freq=F)
y <- rkde(fhat=kde(x=x, h=hpi(x)), n=100)
hist(y, col="green", freq=F)
How to limit the range of the KDE and generated sample? 如何限制KDE和生成的样本的范围?
rkde
pas a positive
argument: rkde
pas是一个positive
论点:
y <- rkde(
fhat = kde(x=x, h=hpi(x)),
n = 100,
positive = TRUE
)
An alternative would be to transform the data (eg, with a logarithm) before the estimation, to make it unconstrained, and transform it back after the random number generation. 一种替代方案是在估计之前变换数据(例如,具有对数),使其不受约束,并在生成随机数之后将其变换回去。
x2 <- log(x)
y2 <- rkde(fhat=kde(x=x2, h=hpi(x2)), n=100)
y <- exp(y2)
hist(y, col="green", freq=F)
If you can accept a density estimate that is not a KDE then look at the logspline package. 如果您可以接受不是KDE的密度估算值,请查看logspline软件包。 This is a different way to estimate density estimates and there are arguments to set lower (and/or upper) bounds so that the resulting estimate will not go beyond the bound and makes sense near the bound. 这是估计密度估计值的另一种方法,并且存在设置下限(和/或上限)的论据,以使所得的估计值不会超出边界并在边界附近有意义。
Here is a basic example: 这是一个基本示例:
set.seed(1)
x<-rlnorm(100)
hist(x, prob=TRUE)
lines(density(x), col='red')
library(ks)
tmp <- kde(x, hpi(x))
lines(tmp$eval.points, tmp$estimate, col='green')
library(logspline)
lsfit <- logspline(x, lbound=0)
curve( dlogspline(x,lsfit), add=TRUE, col='blue' )
curve( dlnorm, add=TRUE, col='orange' )
You can generate new data points from the fitted density using the rlogspline
function and there are also plogspline
and qlogspline
functions. 您可以使用rlogspline
函数根据拟合的密度生成新的数据点,并且还有plogspline
和qlogspline
函数。
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