>Not a direct answer to your question, but if you use a logspline density >estimate rather than a kernal density estimate then the logspline >package will help you and it has built in functions for dlogspline, >qlogspline, and plogspline that do the integrals for you. > >If you want to stick with the KDE, then you could find the area under >each of the kernals for the range you are interested in (need to work >out the standard deviation used from the bandwidth, then use pnorm for >the default gaussian kernal), then just sum the individual areas. > >Hope this helps,
Thanks a lot for your quick help! I think I will follow your first suggestion (logspline density estimation) instead of summing over the kernel areas because at the boundaries of the range truncated kernel areas can occur, so I think it is easier to do it with logsplines. Thanks again for your help!! Pedro > >-- >Gregory (Greg) L. Snow Ph.D. >Statistical Data Center >Intermountain Healthcare >[EMAIL PROTECTED] >(801) 408-8111 > > >-----Original Message----- >From: [EMAIL PROTECTED] >[mailto:[EMAIL PROTECTED] On Behalf Of Pedro Ramirez >Sent: Wednesday, June 07, 2006 11:00 AM >To: r-help@stat.math.ethz.ch >Subject: [R] Density Estimation > >Dear R-list, > >I have made a simple kernel density estimation by > >x <- c(2,1,3,2,3,0,4,5,10,11,12,11,10) >kde <- density(x,n=100) > >Now I would like to know the estimated probability that a new >observation falls into the interval 0<x<3. > >How can I integrate over the corresponding interval? >In several R-packages for kernel density estimation I did not found a >corresponding function. I could apply Simpson's Rule for integrating, >but perhaps somebody knows a better solution. > >Thanks a lot for help! > >Pedro > >_________ > >______________________________________________ >R-help@stat.math.ethz.ch mailing list >https://stat.ethz.ch/mailman/listinfo/r-help >PLEASE do read the posting guide! >http://www.R-project.org/posting-guide.html > ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html
