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Simon

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05 Apr 2013 kernel density estimation fast and accurate state-of-the-art bivariate kernel density estimator Author: Zdravko Botev

hey there
I have a problem: Im having a vector of log returns (1189 rows) whose distribution i want to estimate with a kernel distribution.
So i just type in: "ksdensity(returnvector)". I get a curve, which looks ok, but on the y axis, I get values up to 60 (nothing normalised). And the mean (by clicking on the curve, choosing tools and data statistics) is completely different from the normal mean calculated as "mean(returnvector)". I dont know what is wrong here, which mean do i need to chose and which std??

Thx

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