README
kde2d
Two-dimensional kernel density estimation.
Installation
npm install @stdlib/stats-kde2d
Usage
var kde2d = require( '@stdlib/stats-kde2d' );
kde2d( x, y[, opts] )
By default, the function computes two-dimensional normal kernel density estimation for data provided in arrays or typed-arrays x
and y
. When these arguments are supplied, the arrays are coerced into a Matrix-like object.
var x = [ 0.6333, 0.8643, 1.0952, 1.3262, 1.5571,
1.7881, 2.019, 2.25, 2.481, 2.7119 ];
var y = [ -0.0468, 0.8012, 1.6492, 2.4973, 3.3454,
4.1934, 5.0415, 5.8896, 6.7376, 7.5857 ];
var out = kde2d( x, y );
/* e.g., returns
{
'x': [ ~0.633, ~0.72, ... ],
'y': [ ~-0.047, ~0.271 ... ],
'z': ndarray{ <Float64Array>[ ~0.0455, ... ]}
}
*/
kde2d( arr[, opts] )
The function has the ability to handle ndarrays. Specifically the ndarray
must be constructed so that there are two columns present, the first column containing the x
values and the second column containing the y
values.
Note that for the output the x
and y
properties refer to the equally spaced gridpoints of X
and Y
used to calculate z
.
var ndarray = require( '@stdlib/ndarray-ctor' );
var x = [ 0.6333, 0.8643, 1.0952, 1.3262, 1.5571,
1.7881, 2.019, 2.25, 2.481, 2.7119 ];
var y = [ -0.0468, 0.8012, 1.6492, 2.4973, 3.3454,
4.1934, 5.0415, 5.8896, 6.7376, 7.5857 ];
var buffer = x.concat( y );
var n = x.length;
var shape = [ n, 2 ];
var strides = [ 1, n ];
var offset = 0;
var order = 'column-major';
var arr = ndarray( 'generic', buffer, shape, strides, offset, order );
var out = kde2d( arr );
/* e.g., returns
{
'x': [ ~0.633, ~0.72, ... ],
'y': [ ~-0.047,~ 0.271, ... ],
'z': ndarray{ <Float64Array>[0.04547178438418015, ... ]}
}
*/
The function accepts the following options
:
- h:
NumberArray
of length 2 indicating the X and Y bandwidth values, respectively. - n: A positive
integer
indicating the number of partitions to create in the grid. Default:25
. - xMin: A
number
indicating the lower bound of X. Must be strictly less thanxMax
. Will default to the minimum value ofX
. - xMax: A
number
indicating the lower bound of X. Must be strictly greater thanxMin
. Will default to the maximum value ofX
. - yMin: A
number
indicating the lower bound of X. Must be strictly less thanyMax
. Will default to the minimum value ofY
. - yMax: A
number
indicating the lower bound of X. Must be strictly greater thanyMin
. Will default to the maximum value ofY
. - kernel: A
string
orfunction
indicating the kernel to be used when calculating the estimation. If astring
is supplied then it will be matched to a pre-defined kernel function. Otherwise you may supply a function to support custom kernels. Will default to thegaussian
kernel.
By default, the bandwidth argument is set by a builtin function. To choose different bandwidth values, set the h
option. Note that if you use a custom bandwidth for one axis, you must also use a custom bandwidth for the other axis.
var x = [ 0.6333, 0.8643, 1.0952, 1.3262, 1.5571,
1.7881, 2.019, 2.25, 2.481, 2.7119 ];
var y = [ -0.0468, 0.8012, 1.6492, 2.4973, 3.3454,
4.1934, 5.0415, 5.8896, 6.7376, 7.5857 ];
var out = kde2d( x, y, {
'h': [ 0.05, 0.1 ]
});
/* e.g., returns
{
'x': [ 0.148, 0.3772, ... ],
'y': [ -1.1511, -0.253, ... ],
'z': ndarray{ <Float64Array>[ 6.344e-154, 1.93e-171, ... ]}
}
*/
By default, we use 25
partitions. To change the number of partitions, set the n
option.
var x = [ 0.6333, 0.8643, 1.0952, 1.3262, 1.5571,
1.7881, 2.019, 2.25, 2.481, 2.7119 ];
var y = [ -0.0468, 0.8012, 1.6492, 2.4973, 3.3454,
4.1934, 5.0415, 5.8896, 6.7376, 7.5857 ];
var out = kde2d( x, y, {
'n': 15
});
/* e.g., returns
{
'x': [ 0.0623, 0.452, ... ],
'y': [ 0.1378, 1.6266, ... ],
'z': ndarray{ <Float64Array>[1.211e-7, 5.76e-7, ... ]}
}
*/
As a default choice, the kde2d
function sets the xMin
, xMax
, yMin
and yMax
values to be the minimum and maximum of the X
and Y
arrays or columns of the supplied arguments. We may change the options as follows:
var x = [ 0.6333, 0.8643, 1.0952, 1.3262, 1.5571,
1.7881, 2.019, 2.25, 2.481, 2.7119 ];
var y = [ -0.0468, 0.8012, 1.6492, 2.4973, 3.3454,
4.1934, 5.0415, 5.8896, 6.7376, 7.5857 ];
var out = kde2d( x, y, {
'xMin': 0.0,
'xMax': 2.5,
'yMin': 0.0,
'yMax': 6.0
});
/* e.g., returns
{
'x': [ 0, 0.1041, ... ],
'y': [ 0, 0.25, ... ],
'z': ndarray{ <Float64Array>[ 1.762e-8, 2.94e-8, ... ]}
}
*/
Examples
var normal = require( '@stdlib/random-base-normal' );
var kde2d = require( '@stdlib/stats-kde2d' );
var randX;
var randY;
var out;
var i;
var x;
var y;
var n;
n = 100;
x = new Array( n );
y = new Array( n );
randX = normal.factory( 3.0, 1.2 );
randY = normal.factory( 10.0, 4.5 );
for ( i = 0; i < n; i++ ) {
x[ i ] = randX();
y[ i ] = randY();
}
out = kde2d( x, y );
/* e.g., returns
{
'x': [0.022, 0.2614, ...],
'y': [-4.533, 3.602, ...],
'z': ndarray { Float64Array [9.8266e-11, 6.45e-9, ...]}
}
*/
Notice
This package is part of stdlib, a standard library for JavaScript and Node.js, with an emphasis on numerical and scientific computing. The library provides a collection of robust, high performance libraries for mathematics, statistics, streams, utilities, and more.
For more information on the project, filing bug reports and feature requests, and guidance on how to develop stdlib, see the main project repository.
Community
License
See LICENSE.
Copyright
Copyright © 2016-2022. The Stdlib Authors.