[R] Extracting values from a ecdf (empirical cumulative distribution function) curve

[William Dunlap]

> it gives 'NA' (for whatever y value).

What 'y' values were you using?  inf_f maps probabilities (in [0,1]) to
values in the range of the orginal data, x, but it will have problems for
a probability below 1/length(x) because the original data didn't tell
you anything about the ecdf in that region.

   > X <- c(101, 103, 107, 111)
   > f <- ecdf(X)
   > inv_f <- inv_ecdf(f)
   > inv_f(seq(0, 1, by=1/8))
   [1]  NA  NA 101 102 103 105 107 109 111

Bill Dunlap
Spotfire, TIBCO Software
wdunlap tibco.com


> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf
> Of Manoranjan Muthusamy
> Sent: Thursday, October 31, 2013 6:18 PM
> To: Rui Barradas
> Cc: r-help at r-project.org
> Subject: Re: [R] Extracting values from a ecdf (empirical cumulative distribution function)
> curve
> 
> Thank you, Barradas. It works when finding y, but when I tried to find x
> using interpolation for a known y it gives 'NA' (for whatever y value). I
> couldn't find out the reason. Any help is really appreciated.
> 
> Thanks,
> Mano
> 
> 
> On Thu, Oct 31, 2013 at 10:53 PM, Rui Barradas <ruipbarradas at sapo.pt> wrote:
> 
> > Hello,
> >
> > As for the problem of finding y given the ecdf and x, it's very easy, just
> > use the ecdf:
> >
> > f <- ecdf(rnorm(100))
> >
> > x <- rnorm(10)
> > y <- f(x)
> >
> > If you want to get the x corresponding to given y, use linear
> > interpolation.
> >
> > inv_ecdf <- function(f){
> >         x <- environment(f)$x
> >         y <- environment(f)$y
> >         approxfun(y, x)
> > }
> >
> > g <- inv_ecdf(f)
> > g(0.5)
> >
> >
> > Hope this helps,
> >
> > Rui Barradas
> >
> > Em 31-10-2013 12:25, Manoranjan Muthusamy escreveu:
> >
> >> Hi R users,
> >>
> >> I am a new user, still learning basics of R. Is there anyway to extract y
> >> (or x) value for a known x (or y) value from ecdf (empirical cumulative
> >> distribution function) curve?
> >>
> >> Thanks in advance.
> >> Mano.
> >>
> >>         [[alternative HTML version deleted]]
> >>
> >> ______________________________**________________
> >> R-help at r-project.org mailing list
> >> https://stat.ethz.ch/mailman/**listinfo/r-
> help<https://stat.ethz.ch/mailman/listinfo/r-help>
> >> PLEASE do read the posting guide http://www.R-project.org/**
> >> posting-guide.html <http://www.R-project.org/posting-guide.html>
> >> and provide commented, minimal, self-contained, reproducible code.
> >>
> >>
> 
> 	[[alternative HTML version deleted]]
> 
> ______________________________________________
> 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.