Katja Hebestreit
2010-Oct-11 09:04 UTC
[R] Boundary correction for kernel density estimation
Dear R-users, I have the following problem: I would like to estimate the density curve for univariate data between 0 and 1. Unfortunately, the density function in the stats package is just capable to cut the curve at a left and a right-most point. This truncation would lead to an underestimation. An overspill of the bounded support is unappropriate as well. Do anyone knows a boundary correction method implmented in R? I did much research but the correction methods I found are regarding survival or spatial data. Thanks a lot for any hint! Cheers, Katja
Look at the logspline package. It uses a different method from what density does, but it can take boundaries into account. -- Gregory (Greg) L. Snow Ph.D. Statistical Data Center Intermountain Healthcare greg.snow at imail.org 801.408.8111> -----Original Message----- > From: r-help-bounces at r-project.org [mailto:r-help-bounces at r- > project.org] On Behalf Of Katja Hebestreit > Sent: Monday, October 11, 2010 3:04 AM > To: r-help at r-project.org > Subject: [R] Boundary correction for kernel density estimation > > Dear R-users, > > I have the following problem: > > I would like to estimate the density curve for univariate data between > 0 > and 1. Unfortunately, the density function in the stats package is just > capable to cut the curve at a left and a right-most point. This > truncation would lead to an underestimation. An overspill of the > bounded > support is unappropriate as well. > > Do anyone knows a boundary correction method implmented in R? I did > much > research but the correction methods I found are regarding survival or > spatial data. > > Thanks a lot for any hint! > Cheers, > Katja > > ______________________________________________ > R-help at 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.