Re: [R] calculate quantiles of a custom function

2012-01-04 Thread Gerhard
Am Dienstag, 3. Januar 2012, 19:51:36 schrieb Prof. Dr. Matthias Kohl: D - AbscontDistribution(d = function(x) dbeta(x, 2, 6) + dbeta(x,6,2), low = 0, up = 1, withStand = TRUE) Dear all, thank you all again for your help. So, summing up, (in case this might be useful to other beginners -

Re: [R] calculate quantiles of a custom function

2012-01-04 Thread Albyn Jones
FWIW, the integral of a mixture density is the same mixture of the CDFs, so you can use the pbeta functions: pcustom - function(x) (pbeta(x,2,6) + pbeta(x,6,2))/2 albyn Quoting Gerhard felds...@gmx.net: Am Dienstag, 3. Januar 2012, 19:51:36 schrieb Prof. Dr. Matthias Kohl: D -

[R] calculate quantiles of a custom function

2012-01-03 Thread Gerhard
Hi, I guess that my problem has an obvious answer, but I have not been able to find it. Suppose I create a custom function, consisting of two beta-distributions: myfunction - function(x) { dbeta(x,2,6) + dbeta(x,6,2) } How can I calculate the quantiles of myfunction? I have not seen any

Re: [R] calculate quantiles of a custom function

2012-01-03 Thread Bert Gunter
Gerhard: Strictly speaking, it's quantiles of a custom distribution, not function. There may be some way to handle your example easily, but, in general, you would need to solve the resulting integral equation. This is hard -- closed form solutions rarely exist; good approximations require work.

Re: [R] calculate quantiles of a custom function

2012-01-03 Thread David Winsemius
On Jan 3, 2012, at 7:24 AM, Gerhard wrote: Hi, I guess that my problem has an obvious answer, but I have not been able to find it. Suppose I create a custom function, consisting of two beta- distributions: myfunction - function(x) { dbeta(x,2,6) + dbeta(x,6,2) } Given the symmetry

Re: [R] calculate quantiles of a custom function

2012-01-03 Thread Gerhard
Am Dienstag, 3. Januar 2012, 11:05:11 schrieben Sie: The quick way is to look at the structure with 'str': str(integrate(myfunction,0,.9)) List of 5 $ value : num 1.85 $ abs.error : num 2.05e-14 $ subdivisions: int 1 $ message : chr OK $ call: language

Re: [R] calculate quantiles of a custom function

2012-01-03 Thread VictorDelgado
Gerhard wrote Suppose I create a custom function, consisting of two beta-distributions: myfunction - function(x) { dbeta(x,2,6) + dbeta(x,6,2) } How can I calculate the quantiles of myfunction? Thank you in advance, Gerhard Gehard, if do you want to know the quantiles

Re: [R] calculate quantiles of a custom function

2012-01-03 Thread VictorDelgado
VictorDelgado wrote quantile(x) Correcting to quantile(q) - Victor Delgado cedeplar.ufmg.br P.H.D. student www.fjp.mg.gov.br reseacher -- View this message in context: http://r.789695.n4.nabble.com/calculate-quantiles-of-a-custom-function-tp4256887p4257575.html Sent from the R

Re: [R] calculate quantiles of a custom function

2012-01-03 Thread Albyn Jones
What do quantiles mean here? If you have a mixture density, say myf - function(x,p0) p0*dbeta(x,2,6) + (1-p0)*dbeta(x,6,2) then I know what quantiles mean. To find the Pth quantile use uniroot to solve for the x such that myf(x,p0) - P =0. albyn Quoting VictorDelgado

Re: [R] calculate quantiles of a custom function

2012-01-03 Thread Duncan Murdoch
On 03/01/2012 1:33 PM, Albyn Jones wrote: What do quantiles mean here? If you have a mixture density, say myf- function(x,p0) p0*dbeta(x,2,6) + (1-p0)*dbeta(x,6,2) then I know what quantiles mean. To find the Pth quantile use uniroot to solve for the x such that myf(x,p0) - P =0. You

Re: [R] calculate quantiles of a custom function

2012-01-03 Thread Prof. Dr. Matthias Kohl
Dear Gerhard, you could also use package distr; e.g. library(distr) ## use generating function AbscontDistribution D - AbscontDistribution(d = function(x) dbeta(x, 2, 6) + dbeta(x,6,2), low = 0, up = 1, withStand = TRUE) ## quantiles q(D)(seq(0,1,0.1)) Best Matthias On 03.01.2012 19:33,

Re: [R] calculate quantiles of a custom function

2012-01-03 Thread Gerhard Schaden
Am Dienstag, 3. Januar 2012, 08:50:44 schrieb VictorDelgado: VictorDelgado wrote quantile(x) Correcting to quantile(q) - Dear Victor, thank you for your answer. Best, Gerhard Victor Delgado cedeplar.ufmg.br P.H.D. student www.fjp.mg.gov.br reseacher -- View this message

Re: [R] calculate quantiles of a custom function

2012-01-03 Thread Albyn Jones
right. replace dbetas with pbetas. albyn Quoting Duncan Murdoch murdoch.dun...@gmail.com: On 03/01/2012 1:33 PM, Albyn Jones wrote: What do quantiles mean here? If you have a mixture density, say myf- function(x,p0) p0*dbeta(x,2,6) + (1-p0)*dbeta(x,6,2) then I know what quantiles