e kernel density. The whole density for a data set is an integration
nel densities. Suppose there are N data points, for which a subset
oints) is used as the kernels. The kernel densities are denoted by
··, ݂ெ, where M N. The format of the kernel method for
g a density for a data set is shown below,
ܨൌ1
ܯ݂
ெ
ୀଵ
ൌ1
ܯሺ݂ଵ݂ଶ⋯݂ெሻ
(2.5)
ch kernel density ݂ is defined as below,
݂ൌ
1
√2ߨߪଶ݁ିሺ௫ି௨ሻమ
ఙమ
(2.6)
e 2.10 shows how the kernel-based density estimation works for
. Each dotted curve represents a kernel density centred at one data
e thick curve represents the estimated whole density, which is
d by integrating all kernel densities.
An illustration of how the kernel-based non-parametric approach works for
mation. The bars stand for the density estimated using the histogram approach.
lines stand for the kernel densities. The solid line stands for the final whole
integrating all the kernel densities.
R function for the kernel-based density estimation approach is
density. Its syntax is shown below, in which the compulsory
vector x,
model=density(x,···)