[R] percentage from density()

[Rolf Turner]

On 28/01/12 11:44, Duke wrote:
> Hi folks,
>
> I know that density function will give a estimated density for a give 
> dataset. Now from that I want to have a percentage estimation for a 
> certain range. For examle:
>
> > y = density(c(-20,rep(0,98),20))
> > plot(y, xlim=c(-4,4))
>
> Now if I want to know the percentage of data lying in (-20,2). 
> Basically it should be the area of the curve from -20 to 2. Anybody 
> knows a simple function to do it?

You could try:

     foo <- with(y,splinefun(x,y))
     integrate(foo,lower=-20,upper=2)

Note that

     integrate(foo,lower=min(y$x),upper=max(y$x))

yields "1.000951 with absolute error < 0.00011", rather than giving
exactly 1, so there's a bit of slop in the system.

     cheers,

         Rolf Turner