[R] Kernel Density estimation at specific points

[Bert Gunter]

Please learn to search!

A google search on "R density estimation" brought up the akj()
function in the quantreg package, which would seem to do what you
requested. However, I didn't look very hard and there are probably
still others in other packages.

-- Bert

On Wed, Feb 13, 2013 at 8:35 AM, Robert Duval <rduval at gmail.com> wrote:
> Dear All,
>
> I was wondering whether someone has created 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
> density(). So I was wondering whether someone had recently came up with a
> more efficient way of doing this.
>
> N.B. Many users have suggested using some sort of interpolation over the
> values provided by density(). However, for the problem I have at hand this
> is not what I need.
>
> Any help will be appreciated.
> Robert
>
>         [[alternative HTML version deleted]]
>
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-- 

Bert Gunter
Genentech Nonclinical Biostatistics

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