[R] lookup function for density(...) objects
ihaka at stat.auckland.ac.nz
Fri May 11 06:55:46 CEST 2001
"Prasad, Rajiv" wrote:
> Hi folks:
> Is there a lookup function that returns the variate given the cumulative
> probability for an object returned by the density(...) function?
> > mydata _ as.vector(mymatrix)
> > mydata.density _ density(mydata)
> > mydata.p80 _ lookup(mydata.density, p=0.8) # is there any function to
> accomplish this task?
One simple thing to do is to obtain an interpolating spline through the
(x,y) values returned by "density". Something like this:
> y <- rnorm(1000)
> d <- density(y)
> f <- splinefun(d$x, d$y)
Note that splinefun returns a function which can be used to do the
lookup. If you'd prefer linear interpolation, you can use approxfun.
Ross Ihaka Email: ihaka at stat.auckland.ac.nz
Department of Statistics Phone: (64-9) 373-7599 x 5054
University of Auckland Fax: (64-9) 373-7018
Private Bag 92019, Auckland
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