R: Kernel density estimation

densityfun {statip} | R Documentation

## Kernel density estimation

### Description

Return a function performing kernel density estimation. The difference between `density` and `densityfun` is similar to that between `approx` and `approxfun`.

### Usage

    densityfun(
      x,
      bw = "nrd0",
      adjust = 1,
      kernel = "gaussian",
      weights = NULL,
      window = kernel,
      width,
      n = 512,
      from,
      to,
      cut = 3,
      na.rm = FALSE,
      ...
    )

### Arguments

`x` | numeric. The data from which the estimate is to be computed.
`bw` | numeric. The smoothing bandwidth to be used. See the eponymous argument of `density`.
`adjust` | numeric. The bandwidth used is actually `adjust*bw`. This makes it easy to specify values like 'half the default' bandwidth.
`kernel, window` | character. A string giving the smoothing kernel to be used. Authorized kernels are listed in `.kernelsList()`. See also the eponymous argument of `density`.
`weights` | numeric. A vector of non-negative observation weights, hence of same length as `x`. See the eponymous argument of `density`.
`width` | this exists for compatibility with S; if given, and `bw` is not, will set `bw` to `width` if this is a character string, or to a kernel-dependent multiple of `width` if this is numeric.
`n` | The number of equally spaced points at which the density is to be estimated. See the eponymous argument of `density`.
`from, to` | The left and right-most points of the grid at which the density is to be estimated; the defaults are `cut * bw` outside of `range(x)`.
`cut` | By default, the values of `from` and `to` are cut bandwidths beyond the extremes of the data. This allows the estimated density to drop to approximately zero at the extremes.
`na.rm` | logical. If `TRUE`, missing values are removed from `x`. If `FALSE` any missing values cause an error.
`...` | Additional arguments for (non-default) methods.

### Value

A function that can be called to generate a density.

### Author(s)

Adapted from the `density` function of package stats. The C code of `BinDist` is copied from package stats and authored by the R Core Team with contributions from Adrian Baddeley.

### See Also

`density` and `approxfun` from package stats.

### Examples

    x <- rlnorm(1000, 1, 1)
    f <- densityfun(x, from = 0)
    curve(f(x), xlim = c(0, 20))

[Package statip version 0.2.3 Index]