y <- rexp(100, 1)
h <- 1.5
xx <- seq(min(y) + 0.05, max(y), length =200)
den <- Gamma(x=xx, y=y, k=200, h=h)
plot(den, type = "l")
##other details can also be added
y <- rexp(100, 2)
h <- 0.79 * IQR(y) * length(y) ^ (-1/5)
gr <- Gamma(x=xx, y=y, k=200, h=h)
plot(gr, type = "s", ylab = "Density Function", lty = 1, xlab = "Time")
## To add true density along with estimated
d1 <- density(y, bw=h)
lines(d1, type="p", col="red")
legend("topright", c("Real Density", "Density by Gamma Kernel"),
col=c("red", "black"), lty=c(1,2))
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