This is the "boundary" problem in density estimation. One simple trick is to use the idea of "reflection". If your data is (y1, y2, ...,yn), you create a reflected data by appending `n' negative values to your data, call this y*. Estimate the kernel density for this as fhat(y*). Redefine this estimate so that it is zero for all y < 0, and is equal to 2 * fhat(y*).
Here is an example: y <- rexp(100, rate=10) yref <- c(-y, y) fref <- density(yref) sel <- fref$x >= 0 fref$y[sel] <- 2 * fref$y[sel] par(mfrow=c(2,1)) plot(density(y)) plot(fref$x[sel], fref$y[sel], type="l") This approach assumes that the density has 0 gradient at the boundary (gradient defined from the right hand side). There are other (better) approaches as well. Look at a book on density estimation. Ravi. ____________________________________________________________________ Ravi Varadhan, Ph.D. Assistant Professor, Division of Geriatric Medicine and Gerontology School of Medicine Johns Hopkins University Ph. (410) 502-2619 email: rvarad...@jhmi.edu ----- Original Message ----- From: "Farley, Robert" <farl...@metro.net> Date: Tuesday, July 20, 2010 2:47 pm Subject: Re: [R] Constrain density to 0 at 0? To: "r-help@r-project.org" <r-help@r-project.org> > "Read the help page for density more carefully. Especially the bw and > > from arguments." > > > Yes, it was my inability to make sense of the help page that > motivated my email. > > My distances range from 0.4 to 7.6 but the density plot ranges from > -2 to 10. > > "from=0" seems to hide the negative portion of the density without > setting it to 0. > > > I've tried adjust, but it requires a value of 0.2, which results in a > very, very spiky plot. > > > I was hoping for a process that could "forbid" impossible (negative) > values, yet allow the density plot to blend the individual > measurements. Is there a "variable bw" that could be set small at the > extrema, and larger in the range of the data? > > > > > > Robert Farley > Metro > www.Metro.net > > -----Original Message----- > From: David Winsemius [ > Sent: Monday, July 19, 2010 19:31 > To: Farley, Robert > Cc: r-help@r-project.org > Subject: Re: [R] Constrain density to 0 at 0? > > > On Jul 19, 2010, at 9:57 PM, Farley, Robert wrote: > > > I'm plotting some trip length frequencies using the following code: > > > > plot( density(zTestData$Distance, weights=zTestData$Actual), > > xlim=c(0,10), > > main="Test TLFD", > > xlab="Distance", > > col=6 ) > > lines(density(zTestData$Distance, weights=zTestData$FlatWeight), > > col=2) > > lines(density(zTestData$Distance, weights=zTestData$BrdWeight ), > > col=3) > > > > which works fine except the distances are all positive, but the > > densities don't drop to 0 until around -2 or -3. > > > > Is there a way for me to "force" the density plot to 0 at 0? > > Yes. (Assuming it can be zero, given the data.) > > Read the help page for density more carefully. Especially the bw and > > from arguments. > > -- > David. > > ______________________________________________ > R-help@r-project.org mailing list > > PLEASE do read the posting guide > and provide commented, minimal, self-contained, reproducible code. ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
