Look at the logspline package for an alternative. -- Gregory (Greg) L. Snow Ph.D. Statistical Data Center Intermountain Healthcare greg.s...@imail.org 801.408.8111
> -----Original Message----- > From: r-help-boun...@r-project.org [mailto:r-help-boun...@r- > project.org] On Behalf Of ivan popivanov > Sent: Saturday, December 12, 2009 7:38 PM > To: r-help@r-project.org > Subject: [R] A random number from any distribution? > > > Hello, > > I have some data, and I want to generate random numbers following the > distribution of this data (in other words, to generate a synthetic data > set sharing the same stats as a given data set). Reading an old thread > I found the following text: > > >If you can compute the quantile function of the distribution (i.e., > the > >inverse of the integral of the pdf), then you can use the probability > >integral transform: If U is a U(0,1) random variable and Q is the > quantile > >function of the distribution F, then Q(U) is a random variable > distributed > >as F. > > That sounds good, but is there a quick way to do this in R? Let's say > my data is contained in "ee", I can get the quantiles using: > > qq = quantile(ee, probs=(0,1,0.25)) > 0% 25% 50% 75% 100% > -0.2573385519 -0.0041451053 0.0004538924 0.0049276991 0.1037823292 > > Then I "know" how to use the above method to generate Q(U) (by looking > up U in the first row, and then mapping it to a number using the second > row), but is there an R function that does that? Otherwise I need to > write my own to lookup the table. > > Thanks in advance, > Ivan > > _________________________________________________________________ > > > [[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.
