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2013 Feb 13
1
Kernel Density estimation at specific points
...ted 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
d...