[R] Antw: Re: Density estimate with bounds

[Giovanni Petris]

What is the problem that you see?
(I think the trouble is that Laplace density is not smooth at x=0,
while a kernel density estimate returns a smooth density)

It would help to know what you are trying to achieve with this
exercise... 

Giovanni

> Date: Thu, 05 Nov 2009 14:36:44 +0100
> From: Justine Rochon <Justine.Rochon at klinik.uni-regensburg.de>
> Sender: r-help-bounces at r-project.org
> Cc: r-help at r-project.org
> Precedence: list
> 
> Hi Duncan,
> 
> Thank you for your e-mail.
> 
> It works for the uniform distribution, but I have trouble with the exponential
> distribution: 
> 
> x <- rexp(10000)
> ex_x <- c(-x, x)
> den <- density(ex_x)
> plot(den$x, 2*den$y, xlim=c(0,5), type="l")
> 
> Best regards,
> 
> Justine
> 
> 
> 
> 
> 
> 
> ________________________
> Justine Rochon
> - Biostatistician -
> Center for Clinical Studies
> University Hospital Regensburg 
> Franz-Josef-Strauß-Allee 11
> D-93053 Regensburg
> Phone: ++49-(0)941-944-5626
> Fax: ++49-(0)941-944-5632
> Email: justine.rochon at klinik.uni-regensburg.de 
>  
>  
> >>> Duncan Murdoch <murdoch at stats.uwo.ca> 05.11.2009 12:36 >>>
> On 05/11/2009 4:35 AM, Justine Rochon wrote:
> > Dear R users,
> > 
> > I would like to show the estimated density of a (0, 1) uniformly
> distributed
> > random variable. The density curve, however, goes beyond 0 and 1 because of
> the
> > kernel smoothing. 
> > 
> > Example:
> > 
> > x = runif(10000)
> > plot(density(x))
> > 
> > Is there a way to estimate the density curve strictly within (0, 1) and
> still
> > use some sort of smoothing?
> > 
> > Any help would be greatly appreciated.
> 
> One way is to extend the data by reflection on each end.  That is,
> 
> x <- runif(10000)
> ex_x <- c(-x, x, 2-x)
> den <- density(ex_x)
> plot(den$x, 3*den$y, xlim=c(0,1), type="l")
> 
> You need the rescaling to 3*den$y because you've tripled the range.
> 
> Duncan Murdoch
> 
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
> 
> 
> 

-- 

Giovanni Petris  <GPetris at uark.edu>
Associate Professor
Department of Mathematical Sciences
University of Arkansas - Fayetteville, AR 72701
Ph: (479) 575-6324, 575-8630 (fax)
http://definetti.uark.edu/~gpetris/