Density estimation in R
Density estimation is an important statistical tool, and within R there are over 20 packages that implement it: so many that it is often difficult to know which to use. This paper presents a brief outline of the theory underlying each package, as well as an overview of the code and comparison of speed and accuracy. We focus on univariate methods, but include pointers to other more specialised packages.
Overall, we found ASH and KernSmooth to be excellent: they are both fast, accurate, and well-maintained.
@TechReport{density-estimation,
author = {Henry Deng and Hadley Wickham},
institution = {had.co.nz},
title = {Density estimation in R},
year = {2011},
}