[R] plotting density for truncated distribution
Chris Andrews
candrews at buffalo.edu
Wed Nov 26 13:41:29 CET 2008
Another option
mydata <- rnorm(100000)
mydata <- mydata[mydata>0]
plot(density(c(mydata, -mydata), from=0))
If you want the area under the curve to be one, you'll need to double the
density estimate
dx <- density(c(mydata, -mydata), from=0)
dx$y <- dx$y * 2
plot(dx)
Chris
Jeroen Ooms wrote:
>
> I am using density() to plot a density curves. However, one of my
> variables is truncated at zero, but has most of its density around zero. I
> would like to know how to plot this with the density function.
>
> The problem is that if I do this the regular way density(), values near
> zero automatically get a very low value because there are no observed
> values below zero. Furthermore there is some density below zero, although
> there are no observed values below zero.
>
> This illustrated the problem:
>
> mydata <- rnorm(100000);
> mydata <- mydata[mydata>0];
> plot(density(mydata));
>
> the 'real' density is exactly the right half of a normal distribution, so
> truncated at zero. However using the default options, the line seems to
> decrease with a nice curve at the left, with some density below zero. This
> is pretty confusing for the reader. I have tried to decrease the bw, masks
> (but does not fix) some of the problem, but than also the rest of the
> curve loses smoothness. I would like to make a plot of this data that
> looks like the right half of a normal distribution, while keeping the
> curve relatively smooth.
>
> Is there any way to specify this truncation in the density function, so
> that it will only use the positive domain to calculate density?
>
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