On 28/01/12 11:44, Duke wrote:
Hi folks,

I know that density function will give a estimated density for a give dataset. Now from that I want to have a percentage estimation for a certain range. For examle:

> y = density(c(-20,rep(0,98),20))
> plot(y, xlim=c(-4,4))

Now if I want to know the percentage of data lying in (-20,2). Basically it should be the area of the curve from -20 to 2. Anybody knows a simple function to do it?

You could try:

    foo <- with(y,splinefun(x,y))
    integrate(foo,lower=-20,upper=2)

Note that

    integrate(foo,lower=min(y$x),upper=max(y$x))

yields "1.000951 with absolute error < 0.00011", rather than giving
exactly 1, so there's a bit of slop in the system.

    cheers,

        Rolf Turner

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