[R] plotting density for truncated distribution
roger koenker
rkoenker at uiuc.edu
Tue Nov 25 18:08:42 CET 2008
Default kernel density estimation is poorly suited for this sort of
situation.
A better alternative is logspline -- see the eponymous package -- you
can
specify lower limits for the distribution as an option.
url: www.econ.uiuc.edu/~roger Roger Koenker
email rkoenker at uiuc.edu Department of Economics
vox: 217-333-4558 University of Illinois
fax: 217-244-6678 Champaign, IL 61820
On Nov 25, 2008, at 10:43 AM, Jeroen Ooms wrote:
>
> I am using density() to plot a density curves. However, one of my
> variables
> is truncated at zero, but has most of its density around zero. I
> would like
> to know how to plot this with the density function.
>
> The problem is that if I do this the regular way density(), values
> near zero
> automatically get a very low value because there are no observed
> values
> below zero. Furthermore there is some density below zero, although
> there are
> no observed values below zero.
>
> This illustrated the problem:
>
> mydata <- rnorm(100000);
> mydata <- mydata[mydata>0];
> plot(density(mydata));
>
> the 'real' density is exactly the right half of a normal
> distribution, so
> truncated at zero. However using the default options, the line seems
> to
> decrease with a nice curve at the left, with some density below
> zero. This
> is pretty confusing for the reader. I have tried to decrease the bw,
> masks
> (but does not fix) some of the problem, but than also the rest of
> the curve
> loses smoothness. I would like to make a plot of this data that
> looks like
> the right half of a normal distribution, while keeping the curve
> relatively
> smooth.
>
> Is there any way to specify this truncation in the density function,
> so that
> it will only use the positive domain to calculate density?
> --
> View this message in context: http://www.nabble.com/plotting-density-for-truncated-distribution-tp20684995p20684995.html
> Sent from the R help mailing list archive at Nabble.com.
>
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