Hello, I need density function so that I can find expected value (using integration). I use density(): f= density(data) but f isn't a function and I can't get values and integrate it This is very urget, so please help. Greetings Peter -- View this message in context: http://r.789695.n4.nabble.com/density-function-tp4634563.html Sent from the R help mailing list archive at Nabble.com.
density function
3 messages · pilaw, Rui Barradas, Greg Snow
Hello, Maybe the link below is of some use. http://stats.stackexchange.com/questions/14061/area-under-the-pdf-in-kernel-density-estimation-in-r Hope this helps, Rui Barradas Em 27-06-2012 01:13, pilaw escreveu:
Hello, I need density function so that I can find expected value (using integration). I use density(): f= density(data) but f isn't a function and I can't get values and integrate it This is very urget, so please help. Greetings Peter -- View this message in context: http://r.789695.n4.nabble.com/density-function-tp4634563.html Sent from the R help mailing list archive at Nabble.com.
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Here are 2 approaches: Use logspline density estimates (logspline package) rather than kernel density estimates, this can give you a function to pass to integrate or other tools, the estimates may be a little different from the kernel density estimates. If you need to use kernel density estimates, then realize that the kde is just the sum of 1/n times the kernel centered at each of the n points. And the integral of a sum is the sum of the integrals (and the 1/n can be factored out), so you can just integrate each of the n kernals (centered at the datapoints with proper width), then sum and divide by n (or take the mean).
On Tue, Jun 26, 2012 at 6:13 PM, pilaw <pilawski.p at gmail.com> wrote:
Hello, I need density function so that I can find expected value (using integration). I use density(): f= density(data) but f isn't a function and I can't get values and integrate it This is very urget, so please help. Greetings Peter -- View this message in context: http://r.789695.n4.nabble.com/density-function-tp4634563.html Sent from the R help mailing list archive at Nabble.com.
______________________________________________ R-help at r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
Gregory (Greg) L. Snow Ph.D. 538280 at gmail.com