[R] cross-sectional density plot

Jim McLoughlin jimmcloughlin at earthlink.net
Sun May 30 00:21:22 CEST 2004


Hi,

I'm a newbie and am trying to figure out the following:

- I have an N x T panel of stock returns on (N stocks, T time periods), 
with some missing values
- I am able to plot the cross-sectional density of returns for a given 
time t
- I would like to create a surface plot that combines all of the cross 
sectional densities - any tips here?
- Also is there any type of kernel estimation that will smooth out this 
plot across time?  (As opposed to rougher aggregation of the individual 
density cross-sections).

Many thanks for any suggestions here.

Regards,

Jim M




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