Example in R
This example is based on the Old Faithful Geyser, a tourist attraction located in Yellowstone National Park. This famous dataset containing 272 records consists of two variables, eruption duration, and waiting time until next eruption, both in minutes, included in the base distribution of R. We analyse the waiting times, using the ks library since it has a wide range of visualisation options. The bandwidth function is hpi which in turn calls the dpik function in the KernSmooth library: these functions implement the plug-in selector. The kernel density estimate using the normal kernel is computed using kde which calls bkde from KernSmooth. The plot function allows the addition of the data points as a rug plot on the horizontal axis. The bimodal structure in the density estimate of the waiting times is clearly seen, in contrast to the rug plot where this structure is not apparent.
Read more about this topic: Kernel Density Estimation, Statistical Implementation
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