Re: [R] density function

From: Prof Brian Ripley <>
Date: Wed 11 May 2005 - 15:29:55 EST

On Tue, 10 May 2005, Hui Han wrote:

> I wonder if the function "density" outputs the gaussian mixture formula that
> is estimated from the input data, assuming a gaussian model is used at each
> data point ? I want to take the derivative of the finally estimated gaussian
> mixture formula for further analysis.

It is a kernel density estimate: a rather trivial mixture, not necessarily Gaussian. Also, it is not set up to optimally estimate a derivative, and you should look at more sophisticated methods in other packages if you want to do that.

As to what "density" outputs: see its help page.

Brian D. Ripley,        
Professor of Applied Statistics,
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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Received on Wed May 11 15:34:34 2005

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