Description Usage Arguments Value References See Also Examples

The function `logdensity`

computes kernel density estimates (KDE) of strictly positive distributions by performing the KDE in the log domain and then transforming the result back again. The syntax and function structure is largely borrowed from the function `density`

in package stats.

1 2 |

`x` |
the data from which the estimate is to be computed. |

`bw` |
the smoothing bandwidth to be used. Can also be can also be a character string giving a rule to choose the bandwidth. Like |

`adjust` |
the bandwidth used is actually |

`kernel` |
a character string giving the smoothing kernel to be used. Choose from "gaussian", "epanechnikov", "triangular", "uniform", "laplace" and "logistic". Default value is "gaussian". |

`weights` |
numeric vector of non-negative observation weights of the same length as |

`n` |
the number of equally spaced points at which the density is to be estimated. Note that these are equally spaced in the original domain. |

`from, to` |
the left and right-most points of the grid at which the density is to be estimated; the defaults are cut * bw outside of range(x). |

`cut` |
by default, the values of from and to are cut bandwidths beyond the extremes of the data |

`na.rm` |
logical; if TRUE, missing values are removed from x. If FALSE any missing values cause an error. |

An object with class "density". See `help(density)`

for details.

Charpentier, A., & Flachaire, E. (2015). Log-transform kernel density estimation of income distribution. L'Actualite economique, 91(1-2), 141-159.

Wand, M. P., Marron, J. S., & Ruppert, D. (1991). Transformations in density estimation. Journal of the American Statistical Association, 86(414), 343-353.

`density`

, `plot.density`

, `logdensity_fft`

, `bw.nrd`

, `bw.logCV`

, `bw.logG`

.

1 | ```
logdensity(abs(rnorm(100)), from =.1, to=2, kernel='triangular')
``` |

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