[R] Probability of data values form DENSITY function

[Rolf Turner]

On 30/09/2009, at 3:45 AM, Lina Rusyte wrote:

> Hello,
>
> Could someone help me please and to tell how to get the probability  
> from empirical DENSITY (not parametric) for each data value (R  
> function).
> For example, for normal distribution there is such a function like:
>
> “dnorm(q, mean = 0, sd = 1, lower.tail = TRUE, log.p = FALSE)”
>
> I need the same function only for the empirical DENSITY function  
> (which does not correspond to any typical distribution).
> R plots the density function of any data:
>
> “plot(density(x))”
>
> I need to find out the probability for each data value from this  
> plot-line.

(1) Please be aware that these are ***NOT*** probabilities that you  
after.  The
values of a density function are, strange to tell, probability  
***densities***
and not probabilties.

(2) Look at the help for density().  I.e., RTFM.

	cheers,

		Rolf Turner
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