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# file MASS/R/kde2d.R
# copyright (C) 1994-2012 W. N. Venables and B. D. Ripley
#
# This program is free software; you can redistribute it and/or modify
# it under the terms of the GNU General Public License as published by
# the Free Software Foundation; either version 2 or 3 of the License
# (at your option).
#
# This program is distributed in the hope that it will be useful,
# but WITHOUT ANY WARRANTY; without even the implied warranty of
# MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
# GNU General Public License for more details.
#
# A copy of the GNU General Public License is available at
# http://www.r-project.org/Licenses/
#
kde2d <- function(x, y, h, n = 25, lims = c(range(x), range(y)) )
{
nx <- length(x)
if(length(y) != nx)
stop("data vectors must be the same length")
if(any(!is.finite(x)) || any(!is.finite(y)))
stop("missing or infinite values in the data are not allowed")
if(any(!is.finite(lims)))
stop("only finite values are allowed in 'lims'")
n <- rep(n, length.out = 2L)
gx <- seq.int(lims[1L], lims[2L], length.out = n[1L])
gy <- seq.int(lims[3L], lims[4L], length.out = n[2L])
h <- if (missing(h)) c(bandwidth.nrd(x), bandwidth.nrd(y))
else rep(h, length.out = 2L)
if (any(h <= 0))
stop("bandwidths must be strictly positive")
h <- h/4 # for S's bandwidth scale
ax <- outer(gx, x, "-" )/h[1L]
ay <- outer(gy, y, "-" )/h[2L]
z <- tcrossprod(matrix(dnorm(ax), , nx), matrix(dnorm(ay), , nx))/ (nx * h[1L] * h[2L])
list(x = gx, y = gy, z = z)
}
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