If you use logspline estimation (logspline package) instead of kernel density 
estimation then this is simple as there are cumulative area functions for 
logspline fits.

If you need to do this with kernel density estimates then you can just find the 
area over your region for the kernel centered at each data point and average 
those values together to get the area under the entire density estimate.

-----Original Message-----
From: r-help-boun...@r-project.org [mailto:r-help-boun...@r-project.org] On 
Behalf Of Duke
Sent: Friday, January 27, 2012 3:45 PM
To: r-help@r-project.org
Subject: [R] percentage from density()

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?

Thanks,

D.

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