Density Estimation
On Mon, 29 May 2000, Murray Jorgensen wrote:
I'm looking for a way to do something like Kernel Density Estimation in R. I have some very big sets of things like packet interarrival times and would like to make plots of the estimated density function. Can anyone help me?
Well, R itself has density, and the MASS library has bandwidth selection techniques for it. That should work well for large datasets (up to the limits of R, anyway). A similar and perhaps even more capable approach is binning as taken by the library KernSmooth, an R version of which is packaged on CRAN. logspline and locfit (also on CRAN) have more sophisticated approaches to density estimation. There are comparisons and details of what is available in V&R3 and in particular in our on-line statistics complements.
Brian D. Ripley, ripley at stats.ox.ac.uk Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/ University of Oxford, Tel: +44 1865 272861 (self) 1 South Parks Road, +44 1865 272860 (secr) Oxford OX1 3TG, UK Fax: +44 1865 272595 -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._