[R] Density function: Area under density plot is not equal to 1. Why?
Jean-Christophe BOUËTTÉ
jcbouette at gmail.com
Thu Sep 8 18:29:22 CEST 2011
Is your "data" supposed to be observations, or values of the density
of the underlying law?
Also, could you explain the rationale behind :
sum(a$y)*(a$x[1]-a$y[2])
because it is not immediately clear to the reader.
2011/9/8 Gonçalo Ferraz <gferraz29 at gmail.com>:
> Hi, I have a vector 'data' of 58 probability values (bounded between 0 and 1) and want to draw a probability density function of these values. For this, I used the commands:
>
> data <- runif(58)
>
> a <- density(data, from=0, to=1)
> plot(a, type="l",lwd=3)
>
> But then, when I try to approximate the area under the plotted curve with the command:
>
> area <- sum(a$y)*(a$x[1]-a$y[2])
>
> I get an area that is clearly smaller than 1.
>
> Strangely, if I don't bound the density function with 'to=0,from=1' (which is against my purpose because it extends the pdf beyond the limits of a probability value), I get an area of 1.000. This suggests that I am computing the area well, but using the density function improperly.
>
> Why is this happening? Does anyone know how to constrain the density function while still getting a true pdf (summing to 1 under the curve) at the end? Should I use a different function? I read through the density function notes but could not figure out a solution.
>
> Thank you!
>
> Gonçalo
>
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