小编Rut*_*ien的帖子

我试图得到R中股票价格对数的密度估计值.我知道我可以用它来绘制它plot(density(x)).但是,我实际上想要函数的值.

我正在尝试实现核密度估计公式.这是我到目前为止所拥有的:

a <- read.csv("boi_new.csv", header=FALSE)
S = a[,3] # takes column of increments in stock prices
dS=S[!is.na(S)] # omits first empty field

N = length(dS)                  # Sample size
rseed = 0                       # Random seed
x = rep(c(1:5),N/5)             # Inputted data

set.seed(rseed)   # Sets random seed for reproducibility

QL <- function(dS){
    h = density(dS)$bandwidth
    r = log(dS^2)
    f = 0*x
    for(i in 1:N){
        f[i] = 1/(N*h) * sum(dnorm((x-r[i])/h))
    }
    return(f)
}

QL(dS)

任何帮助将非常感激.已经好几天了!