[R] Boundary correction for kernel density estimation

Katja Hebestreit katja.hebestreit at ukmuenster.de
Mon Oct 11 11:04:25 CEST 2010


Dear R-users,

I have the following problem:

I would like to estimate the density curve for univariate data between 0
and 1. Unfortunately, the density function in the stats package is just
capable to cut the curve at a left and a right-most point. This
truncation would lead to an underestimation. An overspill of the bounded
support is unappropriate as well.

Do anyone knows a boundary correction method implmented in R? I did much
research but the correction methods I found are regarding survival or
spatial data.

Thanks a lot for any hint!
Cheers,
Katja



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