[R] Question concerning pdfs

[Dimitris Rizopoulos]

I think you need:

dx2 <- exp(dx)
dp2 <- dp / dx2
sum(c(0, diff(dx2)) * dp2)


I hope it helps.

Best,
Dimitris

----
Dimitris Rizopoulos
Ph.D. Student
Biostatistical Centre
School of Public Health
Catholic University of Leuven

Address: Kapucijnenvoer 35, Leuven, Belgium
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     http://www.student.kuleuven.be/~m0390867/dimitris.htm



----- Original Message ----- 
From: "Rainer M Krug" <R.M.Krug at gmail.com>
To: "r-help" <r-help at stat.math.ethz.ch>
Sent: Wednesday, January 16, 2008 10:34 AM
Subject: [R] Question concerning pdfs


> Hi
>
> I have a dataset of absolute growth rates g ranging from close to 0 
> to
> around whatever of which I want to calculate a pdf.
> If I use density(g) the pdf will extend to below 0 so I logtransform 
> g
> and do d <- density(log(g)).
> Now I would like to transform this pdf back, i.e. d$x <-
> exp(d$x) but what do I have to do with d$y?
>
> (below is a small example)
>
> Thanks for your help,
>
> Rainer
>
>
> g <- exp(rnorm(100)) ## Just to generate the example data
>
> d <- density(log(g))
> dx <- d$x
> dp <- d$y
>
> sum(c(0, (diff(dx))) * dp) ## this is equal to one
> plot(dx, dp)
>
> dx2 <- exp(dx)
> dp2 <- ???????          ## what should I do here?
>
> plot(dx2, dp2)          ## what should I do here?
> sum(c(0, (diff(exp(dx2)))) * dp2)    ## this should be one
>
>
> sum( c(0, (diff(dx2))) * ( dp1 / c(1, (diff(exp(dx2)))) * c(0,
> (diff(dx1)))) )               ##This is obviously also one, but can 
> I
> use this to define my dp2? i.e.
>
> dp2 <- dp1 / c(1, (diff(exp(dx2)))) * c(0, (diff(dx1)))) ###????
>
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