zero.bounded.density: Zero Bounded Density

Description Usage Arguments Details Value Author(s) References

Description

Zero bounded density using log density transform

Usage

1
  zero.bounded.density(x, bw = "SJ")

Arguments

x
bw

The smoothing bandwidth to be used. See 'bw.nrd'

Details

Provides a zero bounded density estimate of a parameter. Kernel Density Estimation used by the stats::density function will cause problems at the left hand end because it will put some weight on negative values. One useful approach is to transform to logs, estimate the density using KDE, and then transform back.

Value

data frame with back-transformed log density estimate

Author(s)

Rob Hyndman

References

M. P. Wand, J. S. Marron and D. Ruppert, 1991. Transformations in Density Estimation. Journal of the American Statistical Association. 86(414):343-353 http://www.jstor.org/stable/2290569


dlebauer/pecan-priors documentation built on Sept. 26, 2019, 5:03 a.m.