Hello Ricardo,
no, the distribution needs not to be predefined. You can define your own
distribution. For more details you may want to have a look at the
vignette which is provided by package "distrDoc".
Do the random variables follow a discrete or an absolutely continuous
distribution?
To see how convolution is performed in package "distr" have a look at
library(distr)
getMethod("+", c("DiscreteDistribution", "DiscreteDistribution"))
## respectively
getMethod("+", c("AbscontDistribution", "AbscontDistribution"))
hth,
Matthias
Ricardo Bessa wrote:
> Thank you Gregory,
> I know the package distR but the the percentiles that I have are from an
> unkonwn distribuition, and I think that the package distR only works with
> pre-defined distribuions.
>
> Best Regards,
> Ricardo Bessa> Subject: RE: [R] Sum of random values> Date: Fri, 25 Apr 2008
> 09:16:10 -0600> From: [EMAIL PROTECTED]> To: [EMAIL PROTECTED];
> r-help@r-project.org> > 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 !
pr!
> obability 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> > > >
> _________________________________________________________________> > > >
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> mailing list> > https://stat.ethz.ch/mailman/listinfo/r-help> > PLEASE do
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--
Dr. Matthias Kohl
www.stamats.de
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