[R] percentage from density()

[Duke]

Great suggestions and comments, Bill, Greg and Rolf. You provided me 
some valuable ways to deal with the data I am working with. Thank you 
all so much!

Bests,

D.

On 1/29/12 4:03 PM, William Dunlap wrote:
> If v is your original data,
>     v<- c(-20, rep(0,98), 20)
> why not use
>     mean( -20<  v&  v<  2)
> as your estimate of the probability that v is in (-20,2)?
>
> Estimating a density is like taking the derivative
> of a smooth of the empirical distribution function,
> so why not eliminate the middleman instead of integrating
> the estimated density?  Any difference between the two
> methods tells more about the smoothing used than about
> the data involved.  (Not that I am any sort of expert
> in this matter.)
>
> Bill Dunlap
> Spotfire, TIBCO Software
> wdunlap tibco.com
>> -----Original Message-----
>> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf Of Greg Snow
>> Sent: Saturday, January 28, 2012 8:12 PM
>> To: Duke; r-help at r-project.org
>> Subject: Re: [R] percentage from density()
>>
>> If you use logspline estimation (logspline package) instead of kernel density estimation then this is
>> simple as there are cumulative area functions for logspline fits.
>>
>> If you need to do this with kernel density estimates then you can just find the area over your region
>> for the kernel centered at each data point and average those values together to get the area under the
>> entire density estimate.
>>
>> -----Original Message-----
>> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf Of Duke
>> Sent: Friday, January 27, 2012 3:45 PM
>> To: r-help at r-project.org
>> Subject: [R] percentage from density()
>>
>> 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?
>>
>> Thanks,
>>
>> D.
>>
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>> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.