Default procedure to fill slots d,p,q given r for a.c. distributions
function to do get empirical density, cumulative distribution and quantile function from random numbers
RtoDPQ(r, e = getdistrOption("RtoDPQ.e"),
n = getdistrOption("DefaultNrGridPoints"), y = NULL)r |
the random number generator |
e |
10^e numbers are generated, a higher number leads to a better result. |
n |
The number of grid points used to create the approximated functions, a higher number leads to a better result. |
y |
a (numeric) vector or |
RtoDPQ generates 10^e random numbers, by default
e = RtoDPQ.e
.
Instead of using simulated grid points, we have an optional parameter y
for using N. Horbenko's quantile trick: i.e.; on an equally spaced grid x.grid on [0,1], apply
f(q(x)(x.grid)) and write the result to y and produce density and cdf from this
value y given to RtoDPQ as argument (instead of simulating grid points).
The density is formed on the basis of n points using approxfun and density, by default
n = DefaultNrGridPoints
.
The cumulative distribution function and the quantile function are also created on the basis of n points using
approxfun and ecdf. Of course, the results are usually not exact as they rely on random numbers.
RtoDPQ returns a list of functions.
dfun |
density |
pfun |
cumulative distribution function |
qfun |
quantile function |
Use RtoDPQ for absolutely continuous and RtoDPQ.d for discrete distributions.
Thomas Stabla statho3@web.de,
Florian Camphausen fcampi@gmx.de,
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de,
Matthias Kohl Matthias.Kohl@stamats.de
rn2 <- function(n){rnorm(n)^2}
x <- RtoDPQ(r = rn2, e = 4, n = 512)
# returns density, cumulative distribution and quantile function of
# squared standard normal distribution
x$dfun(4)
RtoDPQ(r = rn2, e = 5, n = 1024) # for a better result
rp2 <- function(n){rpois(n, lambda = 1)^2}
x <- RtoDPQ.d(r = rp2, e = 5)
# returns density, cumulative distribution and quantile function of
# squared Poisson distribution with parameter lambda=1Please choose more modern alternatives, such as Google Chrome or Mozilla Firefox.