locfit: density.lf – R documentation

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density.lf

Density estimation using Locfit

Description

This function provides an interface to Locfit, in the syntax of (a now old version of) the S-Plus density function. This can reproduce density results, but allows additional locfit.raw arguments, such as the degree of fit, to be given.

It also works in double precision, whereas density only works in single precision.

Usage

density.lf(x, n = 50, window = "gaussian", width, from, to,
  cut = if(iwindow == 4.) 0.75 else 0.5,
  ev = lfgrid(mg = n, ll = from, ur = to),
  deg = 0, family = "density", link = "ident", ...)

Arguments

`x`	numeric vector of observations whose density is to be estimated.
`n`	number of evaluation points. Equivalent to the `locfit.raw mg` argument.
`window`	Window type to use for estimation. Equivalent to the `locfit.raw kern` argument. This includes all the `density` windows except `cosine`.
`width`	Window width. Following `density`, this is the full width; not the half-width usually used by Locfit and many other smoothers.
`from`	Lower limit for estimation domain.
`to`	Upper limit for estimation domain.
`cut`	Controls default expansion of the domain.
`ev`	Locfit evaluation structure – default `lfgrid()`.
`deg`	Fitting degree – default 0 for kernel estimation.
`family`	Fitting family – default is `"density"`.
`link`	Link function – default is the `"identity"`.
`...`	Additional arguments to `locfit.raw`, with standard defaults.

Value

A list with components x (evaluation points) and y (estimated density).

Examples

data(geyser)
density.lf(geyser, window="tria")
# the same result with density, except less precision.
density(geyser, window="tria")

locfit

Local Regression, Likelihood and Density Estimation

v1.5-9.4

GPL (>= 2)

Authors

Catherine Loader [aut], Jiayang Sun [ctb], Lucent Technologies [cph], Andy Liaw [cre]

Initial release

2020-03-24