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, but I have checked on Stata (sorry, > a > friend of mine, I do not use it), and the kernel density flows without > problems. > > Is this a problem of the data, or I am doing something wrong? > Well, your data are in fact a bit weird: "Water" really is a discrete variable, with most cases equal to 0 and a few other values in the support. If you set Water as discete, this is what you get from the "freq" command: <output> Frequency distribution for Water, obs 1-2619 frequency rel. cum. 0 2190 83.62% 83.62% ****************************** 0.5 15 0.57% 84.19% 0.6 1 0.04% 84.23% 1 98 3.74% 87.97% * 1.1 27 1.03% 89.00% 1.5 148 5.65% 94.65% ** 2 122 4.66% 99.31% * 2.2 18 0.69% 100.00% </output> So this is decidedly not the kind of data you want to compute the kernel density of. Having said this, the fact that "kdensity" produces a string of NAs is in fact a bit perplexing, especially considering that if you add some random noise, as in <hansl> Water2 = Water + 0.01*normal() </hansl> then things work like you'd expect them to. I'll have a look as soon as possible. ------------------------------------------------------- Riccardo (Jack) Lucchetti Dipartimento di Scienze Economiche e Sociali (DiSES) Università Politecnica delle Marche (formerly known as Università di Ancona) r.lucchetti(a)univpm.it http://www2.econ.univpm.it/servizi/hpp/lucchetti ------------------------------------------------------- _______________________________________________ Gretl-users mailing list Gretl-users(a)lists.wfu.edu http://lists.wfu.edu/mailman/listinfo/gretl-users