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
[[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.
