[R] Conditional density estimation in R and integration

fReak Julien_Gaertner at brown.edu
Tue Feb 28 08:58:55 CET 2012



Hey there,


I have the following problem: 

I need to carry out a nonparametric conditional density estimation -- pretty
much what can be achieved using the np package. However, I need to be able
to use the output of the np package in such a way that i get a continuous
function as output, which can be integrated on any given interval between
-Inf and Inf. This integration will of have to be across mutliple dimension
since I am working with a conditional pdf. Any advise on how to accomplish
this? I suspect that I need to use some kind of interpolation package to get
from the output of the np package to getting a function that can be
integrated, but that is exacly where I am stuck....

Thanks for your help!

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