For bounded density estimation look at the logspline package instead of the regular density function.
-- Gregory (Greg) L. Snow Ph.D. Statistical Data Center Intermountain Healthcare greg.s...@imail.org 801.408.8111 > -----Original Message----- > From: r-help-boun...@r-project.org [mailto:r-help-bounces@r- > project.org] On Behalf Of Gonçalo Ferraz > Sent: Thursday, September 08, 2011 9:36 AM > To: r-help@r-project.org > Subject: [R] Density function: Area under density plot is not equal to > 1. Why? > > 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 > > ______________________________________________ > 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. ______________________________________________ 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.
