[R] density() function: differences with S-PLUS
William Dunlap
wdunlap at tibco.com
Tue Nov 2 21:30:37 CET 2010
> -----Original Message-----
> From: r-help-bounces at r-project.org
> [mailto:r-help-bounces at r-project.org] On Behalf Of Nicola
> Sturaro Sommacal (Quantide srl)
> Sent: Tuesday, November 02, 2010 3:05 AM
> To: r-help at r-project.org
> Subject: [R] density() function: differences with S-PLUS
>
> Hello!
>
> Someone know what are the difference between R and S-PLUS in
> the density()
> function?
>
> For example, I would like to reply this simple S-PLUS code in
> R, but I don't
> understand which parameter I should modify to get the same results.
>
> S-PLUS CODE:
> density(1:1000, width = 4)
>
> R-CODE:
> density(1:1000, bw = 4, window = "g", n = 50, cut = 0.75)
>
> I obtain the same x values, but different y values. I try
> also different
> examples, with different parameter.
I needed to use the to= and from= arguments to get the same
set of x values in R and S+. E.g.,
z <- density(x=0, width=3, window="gaussian",
n=2001, from=-10, to=10, cut=0.75)
gave identical x outputs in R and S+. By using x=0
you can see the difference in the gaussian-based kernel
used by R and Splus:
plot(z$x, z$y, pch=".", log="y")
Splus, as its help("density") states", uses a truncated
Gaussian kernel:
"The "gaussian" window is truncated at 4
standard deviations (and then scaled
appropriately to adjust for the truncated
area)."
R appears to not truncate the Gaussian kernel.
Bill Dunlap
Spotfire, TIBCO Software
wdunlap tibco.com
> Can you help me?
>
> Thank you in advance.
>
> Nicola Sturaro
>
> [[alternative HTML version deleted]]
>
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