[R] density() function: differences with S-PLUS

[William Dunlap]

> -----Original Message-----
> From: r-help-bounces at r-project.org 
> [mailto:r-help-bounces at r-project.org] On Behalf Of Nicola 
> Sturaro Sommacal (Quantide srl)
> Sent: Tuesday, November 02, 2010 3:05 AM
> To: r-help at r-project.org
> Subject: [R] density() function: differences with S-PLUS
> 
> Hello!
> 
> Someone know what are the difference between R and S-PLUS in 
> the density()
> function?
> 
> For example, I would like to reply this simple S-PLUS code in 
> R, but I don't
> understand which parameter I should modify to get the same results.
> 
> S-PLUS CODE:
> density(1:1000, width = 4)
> 
> R-CODE:
> density(1:1000, bw = 4, window = "g",  n = 50, cut = 0.75)
> 
> I obtain the same x values, but different y values. I try 
> also different
> examples, with different parameter.

I needed to use the to= and from= arguments to get the same
set of x values in R and S+.  E.g.,
  z <- density(x=0, width=3, window="gaussian",
             n=2001, from=-10, to=10, cut=0.75)
gave identical x outputs in R and S+.  By using x=0
you can see the difference in the gaussian-based kernel
used by R and Splus:
  plot(z$x, z$y, pch=".", log="y")
Splus, as its help("density") states", uses a truncated
Gaussian kernel:
  "The "gaussian" window is truncated at 4
  standard deviations (and then scaled
  appropriately to adjust for the truncated
  area)."
R appears to not truncate the Gaussian kernel. 

Bill Dunlap
Spotfire, TIBCO Software
wdunlap tibco.com  

> Can you help me?
> 
> Thank you in advance.
> 
> Nicola Sturaro
> 
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