# pendensity-package: The package 'pendensity' offers routines for estimating... In pendensity: Density Estimation with a Penalized Mixture Approach

## Description

The package 'pendensity' offers routines for estimating penalized unconditional and conditional (on factor groups) densities. For details see the description of the function pendensity.

## Details

 Package: pendensity Type: Package Version: 0.2.10 Date: 2016-03-13 License: GPL (>= 2) LazyLoad: yes

The packages contributes the function 'pendensity()' for estimating densities using penalized splines techniques.

## Author(s)

Christian Schellhase <[email protected]>

## References

Density Estimation with a Penalized Mixture Approach, Schellhase C. and Kauermann G. (2012), Computational Statistics 27 (4), p. 757-777.

## Examples

 ``` 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36``` ```y <- rnorm(100) test <- pendensity(y~1) plot(test) ################# #second simple example #with covariate x <- rep(c(0,1),200) y <- rnorm(400,x*0.2,1) test <- pendensity(y~as.factor(x),lambda0=2e+07) plot(test) ################# #calculate the value at some (maybe not observed) value yi=c(0,1) of the estimated density plot(test,val=c(0,1)) ################# #density-example of the stock exchange Allianz in 2006 data(Allianz) time.Allianz <- strptime(Allianz[,1],form="%d.%m.%y") #looking for all dates in 2006 data.Allianz <- Allianz[which(time.Allianz\$year==106),2] #building differences of first order d.Allianz <- diff(data.Allianz) #estimating the density, choosing a special start value for lambda density.Allianz <- pendensity(d.Allianz~1,lambda0=90000) plot(density.Allianz) ```

pendensity documentation built on May 29, 2017, 9:04 a.m.