[R] Inverse fuction of ecdf

[roger koenker]

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:bcarvalh at jhsph.edu]
> Sent: Sunday, January 28, 2007 4:45 PM
> To: Geoffrey Zhu
> Cc: r-help at 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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