Dear Bert,

Thanks for the pointer. I had been looking for quite some time on the
r-mailing list and didn't stumble upon the right approach.
But you were right, a broader search would have led me to the right place.
My apologies for that.

Just to close this post and give an answer to future persons looking for
the same functionality:

The package that does what I was looking for in the more general setting
(in terms of kernel evaluators, and bandwidth selectors) is Jeff Racine's
np package with its function npudens using the option edat.

Many thanks,
robert



On Wed, Feb 13, 2013 at 11:16 PM, Bert Gunter <gunter.berton@gene.com>wrote:

> Please learn to search!
>
> A google search on "R density estimation" brought up the akj()
> function in the quantreg package, which would seem to do what you
> requested. However, I didn't look very hard and there are probably
> still others in other packages.
>
> -- Bert
>
> On Wed, Feb 13, 2013 at 8:35 AM, Robert Duval <rduval@gmail.com> wrote:
> > Dear All,
> >
> > I was wondering whether someone has created a kernel density evaluator
> that
> > estimates the density at given specified points.
> >
> > The regular density() function evaluates the kernel at equidistant
> points,
> > but I am interested in doing such evaluation along a list of values
> > existing in a pre-specified vector. (Similar to the option at() in the
> > kdensity command in Stata).
> >
> > This question has appeared before in the R-list, most recently in 2011
> in :
> >
> > http://tolstoy.newcastle.edu.au/R/e14/help/11/06/5232.html
> >
> > There another list member suggested programming a home-made evaluator.
> > While the posted solution works, it is not as general, nor as fast as
> > density(). So I was wondering whether someone had recently came up with a
> > more efficient way of doing this.
> >
> > N.B. Many users have suggested using some sort of interpolation over the
> > values provided by density(). However, for the problem I have at hand
> this
> > is not what I need.
> >
> > Any help will be appreciated.
> > Robert
> >
> >         [[alternative HTML version deleted]]
> >
> > ______________________________________________
> > R-help@r-project.org mailing list
> > https://stat.ethz.ch/mailman/listinfo/r-help
> > PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> > and provide commented, minimal, self-contained, reproducible code.
>
>
>
> --
>
> Bert Gunter
> Genentech Nonclinical Biostatistics
>
> Internal Contact Info:
> Phone: 467-7374
> Website:
>
> http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm
>

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