Pedro wrote: > I have made a simple kernel density estimation by > > x <- c(2,1,3,2,3,0,4,5,10,11,12,11,10) > kde <- density(x,n=100) > > Now I would like to know the estimated probability that a > new observation falls into the interval 0<x<3. > > How can I integrate over the corresponding interval? > In several R-packages for kernel density estimation I did > not found a corresponding function. I could apply > Simpson's Rule for integrating, but perhaps somebody > knows a better solution.
One possibility is to use splinefun(): > spiffy <- splinefun(kde$x,kde$y) > integrate(spiffy,0,3) 0.2353400 with absolute error < 2e-09 cheers, Rolf Turner [EMAIL PROTECTED] ______________________________________________ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html