[R] Custom sampling method in R XXXX
Dan Abner
dan.abner99 at gmail.com
Mon Jun 23 23:11:00 CEST 2014
Hi all,
I have the following situation and a good efficient way to perform
this operation in R has not come to me. Any suggestions/input are
welcome.
I have a user-defined parameter (let's call it x) whose value is
selected from a set of possible values (j). Once the user selects one
of the values of j for x, then I need to map a probability
distribution to the values of j such that the middle probability of
.5385 (see probs below) is associated with the value of x and the tail
probabilities are assigned to the 2 values below x and 2 values above
x in j. Therefore, in the example below:
x<-.250
j<-c(0.000,0.125,0.250,0.375,0.500,0.625,0.750,0.875,1.000)
probs<-c(0.02307692,0.20769231,0.53846154,0.20769231,0.02307692)
probabilities would be assigned to the values of j as such:
value probability
0 0.023077
0.125 0.207692
0.25 0.538462
0.375 0.207692
0.5 0.023077
And then 1 value of j is selected based on the associated probability.
Any ideas on an efficient way to do this?
An added dimension of complexity is when the value of x is selected
near the parameter boundary of j. If x = 0, then the easiest thing I
can think of is to assign probabilities as:
value probability
0 0.76923077
0.125 0.207692
0.25 0.023077
However, I am open to other possibilities.
Any assistance is appreciated.
Thanks,
Dan
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