inst/snippet/kde03.R

In rpruim/fastR: Foundations and Applications of Statistics Using R (2nd Edition)

kde <- function(data, kernel = K1, ...) {
  n <- length(data)
  scalingConstant <- 
    integrate(function(x){kernel(x, ...)}, -Inf, Inf) %>% value()
  function(x) {
    mat <- outer(x, data, 
                 FUN = function(x, data) {kernel(x - data, ...)})
    val <- rowSums(mat)
    val <- val / (n * scalingConstant)
    return(val)
  }
}