There's nothing wrong with leaving in buggy code when there's a bug that you just can't get (assuming it's part of your real code): I only ask for the error message because it saves us a little bit of time if you can let us know what errors you are getting.
Anyways, best of luck, Michael On Thu, Aug 25, 2011 at 3:02 PM, Rikke Knold Christensen < lille_kn...@hotmail.com> wrote: > Hi Michael > > Thank you for the quick response, it works perfectly now! > > You are quite right, I did get an error for the curve function, but I chose > to insert it in the code anyway, to show what I was trying to do (wrong) in > the y function. But you are right, it would have been more correct to show > what I was trying to do with the line(). > Thank you for explaining and helping me with this small problem > > Kinds Rikke > > ------------------------------ > From: michael.weyla...@gmail.com > Date: Thu, 25 Aug 2011 14:37:59 -0400 > Subject: Re: [R] Adding a normal density curve over the empirical curve > To: lille_kn...@hotmail.com > CC: r-help@r-project.org > > I'm not going to download your data since it's probably irrelevant to your > problem and I have no interest in downloading unknown files. > > Consider this instead: > > library(quantmod) > SPY = getSymbols("SPY",auto.assign=F) > SPY = weeklyReturn(Ad(SPY)) > > densitySPY = density(SPY) > plot(densitySPY,main="Kernel Density") > > x = seq(min(SPY),max(SPY),length=300) > y = dnorm(x,mean=mean(SPY),sd = sd(SPY)) > lines(x,y,col=2) > > As you can see, for this data, the normal distribution is not a good fit > for data with excess kurtosis 6. dnorm is the pdf for the normal > distribution, it makes no sense to put normal random samples in it like you > did in your code: just put in an independent variable like you would for any > function. > > The problem with your code is that you hand it "curve" which expects a > function of x, but you give just a set of points with no reference to any x. > Better to work with plot directly and only use curve for getting a feel for > a function, rather than "official" plots. Lines can be used to add > additional lines to a plot. > > Also, I'd almost guarantee that this error was reported when you called > curve; please mention that in your future posts. > > If this doesn't solve your problem, use dput() to give a sample of your > data in a follow-up. > > Michael > > On Thu, Aug 25, 2011 at 12:45 PM, Newbie <lille_kn...@hotmail.com> wrote: > > Hi > > I have created the following plot over the empirical returns.. What I now > want to do is to overlay a curve/line with the normal density as a > comparison of the two. Does anyone know how to do this? > (NB the last two lines are the problem, and are wrong, I know). > > Thank you in advance! > Rikke > > http://r.789695.n4.nabble.com/file/n3768783/S%26P_500_spot_and_return_2010.csv > S%26P_500_spot_and_return_2010.csv > > setwd("F:/Data til speciale/") > > marketdata <- read.csv(file="S&P 500 spot and return 2010.csv", > header=TRUE, > sep=";") > returns <- marketdata[,7] > > ### Kernel density estimator ########################### > > x <- density (returns) > > plot(density(returns), main = "Kernel density") > y <- rnorm(209,mean=0,sd=1) > curve(dnorm(y,mean=mean(normal1),sd=sd(normal1))) > > -- > View this message in context: > http://r.789695.n4.nabble.com/Adding-a-normal-density-curve-over-the-empirical-curve-tp3768783p3768783.html > Sent from the R help mailing list archive at Nabble.com. > > ______________________________________________ > 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. > > > [[alternative HTML version deleted]] ______________________________________________ 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.