[R] Density value over 1 using density function

Ben Bolker bolker at ufl.edu
Wed Jul 8 05:11:49 CEST 2009




Debabrata Midya wrote:
> 
> 
> Dear R users,
>  
> Thanks in advance.
> 
> 
> 
> I am using R 2.9.1 on Windows XP.
>  
> In the plot, the density value displays over 1. How can I explain it?
>  
> library(urca)
> plot(density(Raotbl1[, 1]))
>  
> 
> 

It's a probability density, not a probability function.  The vertical range
doesn't have to be
restricted between 0 and 1.  In fact, if the horizontal range is narrow
enough then the
maximum must be > 1, in order for the area under the curve to equal 1.

  Ben Bolker
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