density function
Thank you very much, Professor Ripley. If possible, could you point me to other packages that you think I should look at for estimating a derivative? Best regards, Hui
Prof Brian Ripley wrote:
On Tue, 10 May 2005, Hui Han wrote:
I wonder if the function "density" outputs the gaussian mixture formula that is estimated from the input data, assuming a gaussian model is used at each data point ? I want to take the derivative of the finally estimated gaussian mixture formula for further analysis.
It is a kernel density estimate: a rather trivial mixture, not necessarily Gaussian. Also, it is not set up to optimally estimate a derivative, and you should look at more sophisticated methods in other packages if you want to do that. As to what "density" outputs: see its help page.