You might want to look at the distr package (and its relatives). It provides methods for calculating the distribution function of combinations (the sum is one) of other distributions. I'm not sure how you would convert your percentiles to a distribution function, but there may be a way in the documentation for distr and friends.
-- Gregory (Greg) L. Snow Ph.D. Statistical Data Center Intermountain Healthcare [EMAIL PROTECTED] (801) 408-8111 > -----Original Message----- > From: [EMAIL PROTECTED] > [mailto:[EMAIL PROTECTED] On Behalf Of Ricardo Bessa > Sent: Thursday, April 24, 2008 5:12 PM > To: r-help@r-project.org > Subject: [R] Sum of random values > > > Hello, > I have two random variables with their percentiles which > correspond to their probability distribution function. My > objective is to sum these two random variables. There exists > any algorithm or procedure in R capable of converting the > percentiles to a probability density function? is the fast > Fourier transform function of R(fft) capable of doing the sum > with a convolution? > > I'm just starting with this specific problem, so any help it > will be very useful. > > Best regards, > Ricardo Bessa > > _________________________________________________________________ > > [[elided Hotmail spam]] > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@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@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.
