[R] Fit model to data and use model for data generation

[Stephen D. Weigand]

On Jan 24, 2007, at 10:34 AM, Benjamin Otto wrote:

> Hi,
>
> Suppose I have a set of values x and I want to calculate the 
> distribution of
> the data. Ususally I would use the "density" command. Now, can I use 
> the
> resulting "density-object" model to generate a number of new values 
> which
> have the same distribution? Or do I have to use some different 
> function?
>
> Regards,
>
> Benjamin
>
> -- 
> Benjamin Otto
> Universitaetsklinikum Eppendorf Hamburg
> Institut fuer Klinische Chemie
> Martinistrasse 52
> 20246 Hamburg
>

You could sample from the x's in the density object with probability
given by the y's:

### Create a bimodal distribution
x <- c(rnorm(25, -2, 1), rnorm(50, 3, 2))
d <- density(x, n = 1000)
plot(d)

### Sample from the distribution and show the two
### distributions are the same
x.new <- sample(d$x, size = 100000, # large n for proof of concept
                 replace = TRUE, prob = d$y/sum(d$y))
dx.new <- density(x.new)
lines(dx.new$x, dx.new$y, col = "blue")

Hope this helps,

Stephen
Rochester, Minnesota, USA