[R] Question concerning pdfs

[Greg Snow]

You may want to look at the logspline package.  It is another way of
estimating densities and allows you to specify boundries on the domain
of x.

-- 
Gregory (Greg) L. Snow Ph.D.
Statistical Data Center
Intermountain Healthcare
greg.snow at imail.org
(801) 408-8111
 
 

> -----Original Message-----
> From: r-help-bounces at r-project.org 
> [mailto:r-help-bounces at r-project.org] On Behalf Of Rainer M Krug
> Sent: Wednesday, January 16, 2008 2:35 AM
> To: r-help
> 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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