ddegross {degross}

Density function based on an object resulting from the estimation procedure in degross.

Description

Density function based on an object resulting from the estimation procedure in degross.

Usage

ddegross(x, degross.fit, phi)

Arguments

x

Scalar or vector where the fitted density must be evaluated.

degross.fit

A degross.object generated using degross and containing the density estimation results.

phi

(Optional) vector of spline parameters for the log density (default: degross.fit$phi if missing).

Value

A scalar or vector of the same length as x containing the value of the fitted density at x.

Author(s)

Philippe Lambert [e-mail]

References

Lambert, P. (2021) Moment-based density and risk estimation from grouped summary statistics. arXiv:2107.03883.

See Also

degross.object, pdegross, qdegross, degross.

Examples

## Generate grouped data
sim = simDegrossData(n=1500, plotting=TRUE, choice=2)

## Create a degrossData object
obj.data = degrossData(Big.bins=sim$Big.bins, freq.j=sim$freq.j, m.j=sim$m.j)
print(obj.data)

## Estimate the density
obj.fit = degross(obj.data)

## Superpose the fitted density using the <ddegross> function
curve(ddegross(x,obj.fit),add=TRUE,lty="dashed")
legend("topright",lty="dashed",lwd=2,legend="Estimated",box.lty=0, inset=.04)