swh:1:snp:ffdd0a7d2c8ea15ad41d45b3b178f668bd942287
Tip revision: 1c995ef374a8438306839bffe3c09b7c524aebdd authored by Derek Young on 28 April 2009, 07:56:28 UTC
version 0.4.0
version 0.4.0
Tip revision: 1c995ef
wkde.R
wkde <- function(x, u=x, w=rep(1, length(x)), bw=bw.nrd0(as.vector(x)), sym=FALSE) {
if (sym) {
return((wkde(x, u, w, bw) + wkde(x, -u, w, bw))/2)
}
Km <- exp(outer(x/bw, u/bw, function(a,b) -(a-b)^2/2))
normw <- matrix(w/sum(w), nrow=1)
as.vector(normw %*% Km) / (bw * sqrt(2*pi))
}