Re: [R] Inverse fuction of ecdf
On 1/28/2007 5:41 PM, Geoffrey Zhu wrote:
> Hi Everyone,
>
> I want to generate some random numbers according to some empirical
> distribution. Therefore I am looking for the inverse of an empirical
> cumulative distribution function. I haven't found any in R. Can anyone
> give a pointer?
sample() works fine if you have a sample to start from. If you really
need to start from an ecdf, you could generate x and prob args to
sample() by looking inside the ecdf object. For example:
x <- rbinom(100, 100, 0.2)
e <- ecdf(x)
Now either of these should give you what you want.
size <- 1000
sample(x, size, replace=TRUE)
or
vals <- get("x", environment(e))
probs <- diff(c(0, get("y", environment(e
sample(vals, size, replace=TRUE, prob=probs)
Duncan Murdoch
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Re: [R] Inverse fuction of ecdf
quantile() does some somewhat exotic interpolation --- if you are
wanting to
match moments you need to be more explicit about how you are computing
moments for the two approaches...
On Jan 28, 2007, at 5:06 PM, Geoffrey Zhu wrote:
> Hi Benilton,
>
> I tried this. It sort of works, but the results are not very
> satisfactionary. The 3rd moment and higher do not match those of the
> original by a large difference. Do you have any better way to do this?
>
> Thanks,
> Geoffrey
>
> -Original Message-
> From: Benilton Carvalho [mailto:[EMAIL PROTECTED]
> Sent: Sunday, January 28, 2007 4:45 PM
> To: Geoffrey Zhu
> Cc: r-help@stat.math.ethz.ch
> Subject: Re: [R] Inverse fuction of ecdf
>
> ?quantile
>
> b
>
> On Jan 28, 2007, at 5:41 PM, Geoffrey Zhu wrote:
>
>> Hi Everyone,
>>
>> I want to generate some random numbers according to some empirical
>> distribution. Therefore I am looking for the inverse of an empirical
>> cumulative distribution function. I haven't found any in R. Can
>> anyone
>
>> give a pointer?
>>
>> Thanks,
>> Geoffrey
>
>
>
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> PLEASE do read the posting guide http://www.R-project.org/posting-
> guide.html
> and provide commented, minimal, self-contained, reproducible code.
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Re: [R] Inverse fuction of ecdf
Hi Benilton,
I tried this. It sort of works, but the results are not very
satisfactionary. The 3rd moment and higher do not match those of the
original by a large difference. Do you have any better way to do this?
Thanks,
Geoffrey
-Original Message-
From: Benilton Carvalho [mailto:[EMAIL PROTECTED]
Sent: Sunday, January 28, 2007 4:45 PM
To: Geoffrey Zhu
Cc: r-help@stat.math.ethz.ch
Subject: Re: [R] Inverse fuction of ecdf
?quantile
b
On Jan 28, 2007, at 5:41 PM, Geoffrey Zhu wrote:
> Hi Everyone,
>
> I want to generate some random numbers according to some empirical
> distribution. Therefore I am looking for the inverse of an empirical
> cumulative distribution function. I haven't found any in R. Can anyone
> give a pointer?
>
> Thanks,
> Geoffrey
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The information in this email or in any file attached hereto...{{dropped}}
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and provide commented, minimal, self-contained, reproducible code.
Re: [R] Inverse fuction of ecdf
?quantile b On Jan 28, 2007, at 5:41 PM, Geoffrey Zhu wrote: > Hi Everyone, > > I want to generate some random numbers according to some empirical > distribution. Therefore I am looking for the inverse of an empirical > cumulative distribution function. I haven't found any in R. Can anyone > give a pointer? > > Thanks, > Geoffrey __ R-help@stat.math.ethz.ch mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
[R] Inverse fuction of ecdf
Hi Everyone,
I want to generate some random numbers according to some empirical
distribution. Therefore I am looking for the inverse of an empirical
cumulative distribution function. I haven't found any in R. Can anyone
give a pointer?
Thanks,
Geoffrey
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=0A=
=0A=
The information in this email or in any file attached hereto...{{dropped}}
__
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
