Re: [Gretl-users] on kernel density
On Tue, 28 Jan 2014, Leandro Zipitria wrote:
Dear Gretl users,
I am trying to run a kernel approximation to a series of data (attached),
using the command kdensity as show in the manual.
Specifically, the inp is as follows:
matrix d = kdensity(Water)
gnuplot --matrix=d --with-lines --output=pruba.eps
But, once run the output says that the second column has non finite values.
Maybe is because values are integers [...]
No, it's because most of the values are zero, to the extent that the
inter-quartile range (IQR) is zero. In this case our implementation of the
Silverman bandwidth algorithm gave a bandwidth of zero, so that all the
density values were undefined.
This is now fixed in CVS: if the IQR is zero we'll use the standard
deviation in setting the bandwidth instead.
Allin Cottrell