density function

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.

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.

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.

http://finzi.psych.upenn.edu/R/Rhelp02a/archive/20509.html

-s.

Hui Han wrote:

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.