Kernel Density estimation at specific points
Please learn to search! A google search on "R density estimation" brought up the akj() function in the quantreg package, which would seem to do what you requested. However, I didn't look very hard and there are probably still others in other packages. -- Bert
On Wed, Feb 13, 2013 at 8:35 AM, Robert Duval <rduval at gmail.com> wrote:
Dear All, I was wondering whether someone has created a kernel density evaluator that estimates the density at given specified points. The regular density() function evaluates the kernel at equidistant points, but I am interested in doing such evaluation along a list of values existing in a pre-specified vector. (Similar to the option at() in the kdensity command in Stata). This question has appeared before in the R-list, most recently in 2011 in : http://tolstoy.newcastle.edu.au/R/e14/help/11/06/5232.html There another list member suggested programming a home-made evaluator. While the posted solution works, it is not as general, nor as fast as density(). So I was wondering whether someone had recently came up with a more efficient way of doing this. N.B. Many users have suggested using some sort of interpolation over the values provided by density(). However, for the problem I have at hand this is not what I need. Any help will be appreciated. Robert [[alternative HTML version deleted]]
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Bert Gunter Genentech Nonclinical Biostatistics Internal Contact Info: Phone: 467-7374 Website: http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm