[R] Density Estimation

[Prof Brian D Ripley]

On Mon, 29 May 2000, Murray Jorgensen wrote:

> I'm looking for a way to do something like Kernel Density Estimation in R.
> I have some very big sets of things like packet interarrival times and
> would like to make plots of the estimated density function.
> 
> Can anyone help me?

Well, R itself has density, and the MASS library has bandwidth selection
techniques for it.  That should work well for large datasets (up to the
limits of R, anyway).   A similar and perhaps even more capable
approach is binning as taken by the library KernSmooth, an R version of
which is packaged on CRAN.  logspline and locfit (also on CRAN) have
more sophisticated approaches to density estimation.

There are comparisons and details of what is available in V&R3 and in
particular in our on-line statistics complements.

-- 
Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272860 (secr)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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