Description Usage Arguments Value Examples
This function estimates the density at x0
by first taking a kernel
density estimate of a sample from the probability density x
, and then
interpolating it by a spline.
1 | estimateDensityBySpline(x, x0 = 0, npow = 15, rangeExtend = 1/4)
|
x |
A (large) sample of from the probability density function of interest, such as a posterior. |
x0 |
The value at which to evaluate the density. |
npow |
The precision used with the |
rangeExtend |
The number of standard deviations past the range of
|
Numeric; a scalar of the estimated probability density at x0
.
1 2 3 | # Compare the estimate from this function with the analytic result.
estimateDensityBySpline(rnorm(1000), 0.1)
dnorm(.1)
|
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