Message-ID: <Pine.LNX.4.61.0505110627110.27930@gannet.stats>
Date: 2005-05-11T05:29:55Z
From: Brian Ripley
Subject: density function
In-Reply-To: <42813948.1060701@yahoo-inc.com>
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.
--
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 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595