Density estimation could be a complex problem in the statistics literature. The density function in R provides 7 kernel density estimations.  You'd better search online to find relevant documents for those seven methods.

我看过关于“Kernel density estimation”的帮助文件，也看过一些讲义，也没看出来该怎么做

Refer to "Computational Statistics Handbook With Matlab"

The chapter of Probability density estimation gives a brief introduction to kernel density estimation. Also gives the codes on how to implement in Matlab.

非参数核密度估计是一种根据样本数据，利用核函数进行加权平均得到密度函数估计值，是无法写出具体的分布概率的。

感谢版主，那么可以利用非参数核密度估计的结果计算某一收入区间的收入比重吗？