## ---------------------------------------------------------------------------- ## R scripts for Haerdle/Mueller/Sperlich/Werwatz: "Nonparametric and ## Semiparametric Modelling", Springer Series in Statistics, 2004 ## ---------------------------------------------------------------------------- ## Script SPMdensity ## ---------------------------------------------------------------------------- ## Description estimates univariate kernel densities with different ## bandwidths ## ---------------------------------------------------------------------------- ## Author Marlene Mueller, 2008/11/21 ## ---------------------------------------------------------------------------- library(KernSmooth) x <- read.csv("D:\\stockres.txt") x <- unlist(x) h <- 1 fh <- bkde(x, bandwidth=0.015, kernel="biweight") plot(fh,type="l",lwd=2,main=paste("KDE, h =",h),xlab="x",ylab="fh")