[R] density() returns a density function that does not add up to 1
A.J. Rossini
rossini at blindglobe.net
Fri Aug 30 22:05:08 CEST 2002
>>>>> "jonathan" == Jonathan Li <jonqli at labs.agilent.com> writes:
jonathan> Dear R users,
jonathan> I ran into this curious problem:
>> d <- rnorm(100)
>> d.density <- density(d)
>> sum( d.density$x * d.density$y)
jonathan> [1] 2.517502
I get 6.5
jonathan> Admittedly the method of computing the mass under the density curve at
jonathan> line 3 is crude.
It's actually wrong. You aren't computing an integral, you need the
the approximate area under d.density$y[i], NOT the value of the X
axis.
jonathan> But 2.5 is pretty far from 1, the value it should be.
nope.
jonathan> I tried a few other dataset and got similar result. Am I missing
jonathan> something obvious?
jonathan> Or is the return of density() not supposed to be normalized?
You just need to integrate properly. You are attempting Riemann
integration, but need to change things a bit.
best,
-tony
--
A.J. Rossini Rsrch. Asst. Prof. of Biostatistics
U. of Washington Biostatistics rossini at u.washington.edu
FHCRC/SCHARP/HIV Vaccine Trials Net rossini at scharp.org
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