Dear All,
My doubt about how to integrate a simple kernel density estimation goes on.
I have seen the recent posts on integrate density estimation, which seem
similar to my question. However, I haven't found a solution.
I have made two simple kernel density estimation by:
kde.1 <-density(x, bw=sd(x), kernel="gaussian")$y # x<- c(2,3,5,12)
kde.2 <-density(y, bw=sd(y), kernel="gaussian")$y # y<- c(4,2,4,11)
Now I would like to integrate the difference in the estimated density
values, i.e.:
diff.kde <- abs (kde.1- kde.2)
How can I integrate diff.kde over -Inf to Inf ?
Best,
Rogério
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