[R] Drawing from an empirical distribution

Matthias Kohl Matthias.Kohl at stamats.de
Wed Jan 7 08:56:53 CET 2009


one could also use package distr; e.g.,

library(distr)
x <- 1:10
D <- DiscreteDistribution(x)
## => r, d, p and q functions (also with log-argument)
r(D)(5)
p(D)(4)
d(D)(1)
q(D)(0.3)

Best,
Matthias


roger koenker wrote:
> Sure, but it would be more 'fun' to modify ecdf() slightly to produce
> an ecqf()  function -- essentially reversing the arguments to 
> approxfun()--
> and then use
>
>     ecqf(runif(whatever))
>
> no nit-picking about efficiency, please.
>
>
> url:    www.econ.uiuc.edu/~roger            Roger Koenker
> email    rkoenker at uiuc.edu            Department of Economics
> vox:     217-333-4558                University of Illinois
> fax:       217-244-6678                Champaign, IL 61820
>
>
>
> On Jan 6, 2009, at 4:42 PM, Antonio, Fabio Di Narzo wrote:
>
>> If the ecdf is 'ecdf(x)', do just:
>>> sample(x, size=whatever, replace=TRUE)
>>
>> HTH,
>> Antonio.
>>
>> 2009/1/6 culpritNr1 <ig2ar-saf1 at yahoo.co.uk>:
>>>
>>> Hi All,
>>>
>>> Does anybody know if there is a simple way to draw numbers from an 
>>> empirical
>>> distribution?
>>>
>>> I know that I can plot the empirical cumulative distribution 
>>> function this
>>> easy:
>>> plot(ecdf(x))
>>>
>>> Now I want to pick a number between 0 and 1 and go back to domain of x.
>>> Sounds simple to me.
>>>
>>> Any suggestion?
>>>
>>> Thank you,
>>>
>>> Your culprit
>>> (everybody needs a culprit)
>>>
>>>
>>> -- 
>>> View this message in context: 
>>> http://www.nabble.com/Drawing-from-an-empirical-distribution-tp21320810p21320810.html 
>>>
>>> Sent from the R help mailing list archive at Nabble.com.
>>>
>>> ______________________________________________
>>> R-help at r-project.org mailing list
>>> https://stat.ethz.ch/mailman/listinfo/r-help
>>> PLEASE do read the posting guide 
>>> http://www.R-project.org/posting-guide.html
>>> and provide commented, minimal, self-contained, reproducible code.
>>>
>>
>>
>>
>> -- 
>> Antonio, Fabio Di Narzo
>> Ph.D. student at
>> Department of Statistical Sciences
>> University of Bologna, Italy
>>
>> ______________________________________________
>> R-help at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide 
>> http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide 
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

-- 
Dr. Matthias Kohl
www.stamats.de




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