## ----------------------------------------------------------------------------
##   R scripts for Haerdle/Mueller/Sperlich/Werwatz: "Nonparametric and
##   Semiparametric Modelling", Springer Series in Statistics, 2004
## ----------------------------------------------------------------------------
##   Script      SPMdensity2D-RGL
## ----------------------------------------------------------------------------
##   Description estimates a bivariate density and shows the resultng KDE
##               as a 3D graph and as a contour plot (with additional rgl
##               3D graph to be rotated)
## ----------------------------------------------------------------------------
##   Author      Marlene Mueller, 2010/07/11
## ----------------------------------------------------------------------------

library(AER)
library(KernSmooth)
library(rgl)

data <- data("CPS1985")
x <- CPS1985[,c("age","wage")]

n <- nrow(x)
sd <- sd(x)

h <- sd * n^(-1/6)  ## Scott's rule of thumb

est <- bkde2D(x, bandwidth=h)
par(mfrow=c(1,2))
persp(est$fhat, theta = 30, phi = 30, expand = 0.5, col = "lightblue",
      main="2D Density Estimate", xlab="age", ylab="wage", zlab="KDE")
contour(est$x1, est$x2, est$fhat, nlevels=20, main="2D Density Contours",
	xlab="age", ylab="wage")
par(mfrow=c(1,1))

## rgl perspective plot
persp3d(est$x1, est$x2, est$fhat, aspect=c(1, 1, 0.5), col = "lightblue",
        xlab="age", ylab="wage", zlab="fh")