Re: [R] Density estimation with monotonic constaints

From: Spencer Graves <spencer.graves_at_pdf.com>
Date: Sat 04 Feb 2006 - 15:31:25 EST

          There are multiple functions for density estimation in R, but I don't know of any for estimating a "monotonically decreasing density". If you haven't already, I encourage you to use, e.g., the help.search and RSiteSearch functions to find and explore their capabililties.

          Why do you ask? Are you interested in analyzing particular data set(s) or are you doing research on density estimation?

          If it were my problem, I might just try something like the function "density" and then evaluate the results to find out if it satisfied my constraints. If it did and if I were only interested in that data set, I'd be done. If not, I'd increase the smoothing until I got something that was monotonic. If I wanted a more general method, I might wrap a call to a function like "density" inside another function, and automatically adjust the smoothing until it satisfied some optimality criterion I might devise. If I didn't get what I wanted doing that, I might list, e.g., the "density" function and walk through it line by line until I figured out what I needed to change to get what I wanted. I just listed "density" and found that it consists solely of a call to "UseMethod". To get beyond that, I tried 'methods("density"), which told me there was only one "method" called "density.default". Then requesting "density.default" gave me the code for that. Another tip: I find "debug" extrememly helpeful for walking through code like this.

          I suspect this will not solve your problem, but I hope at least it helps. If you'd like further assistance from this listserve, please submit another post. However, I encourage you first to PLEASE do read the posting guide! "www.R-project.org/posting-guide.html". Doing so might increase your chances for getting useful information more quickly.

          spencer graves

Debayan Datta wrote:
> Hi All,
> I have a sample x={x1,x2,..,xn} fom a distribution with density f. I
> wish to estimate the density. I know a priori that the density is
> monotonically decreasing. Is there a way to do this in R?
> Thanks
> Debayan
>
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R-help@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide! http://www.R-project.org/posting-guide.html Received on Sat Feb 04 15:40:25 2006

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