Dear all:Request your indulgence. The econophysics gurus do this stuff all
the time: all their PDFs are smooth, with neat log x axis.
1. The kernel density estimate (KDE) function returns the empirical
probability density at 2^n points (min: 512). The big question is how do I
scale back the x-values (say, density$x) to x-values in terms of the
original dataset?
2. To give you a concrete idea, i have a dataset of 3471 obs (x=date index,
y=parameter values). Now the density estimate d<-density(x) gives be 2048
x-values. When I plot the PDF, the x axis is obviously d$x, length=2048.
3. How can I scale back these 2048 values to get a sense of calendar time
(original date index)?
4. Subsidiary question is: how do i bring in the remaining values
(3471-2048)?
Thanks very much in advance.
pradeep

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