[R] approximation of CDF
Prof Brian Ripley
ripley at stats.ox.ac.uk
Thu May 8 13:40:54 CEST 2003
Almost any method of fitting a density estimate would work on integrating
(numerically) the result.
In particular, look at package polspline, where p(old)logspline does the
integration for you.
On Thu, 8 May 2003, Khamenia, Valery wrote:
> is there any package in R capable of smooth approximation of CDF
> basing on given sample?
> (Thus, I am not speaking about ecdf)
I think it _is_ an ECDF you want to approximate, since you mention
> In particular, I expect very much that the approximation should
> subject to the property:
> f(x0)<=f(x1) for x0<x1, where x0 and x1 belong to range of
> the sample given.
> Polynomial approximation could be OK for me as well.
Brian D. Ripley, ripley at stats.ox.ac.uk
Professor of Applied Statistics, http://www.stats.ox.ac.uk/~ripley/
University of Oxford, Tel: +44 1865 272861 (self)
1 South Parks Road, +44 1865 272866 (PA)
Oxford OX1 3TG, UK Fax: +44 1865 272595
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