Re: [R] Computing inverse cdf (quantile function) from a KDE

2012-07-12 Thread Greg Snow
If you are going to be doing a lot of this then you might want to consider using logspline density estimates (logspline package) instead of kernel density estimates. On Wed, Jul 11, 2012 at 8:33 AM, firdaus.janoos wrote: > Hello, > > I wanted to know if there is a simple way of getting the invers

Re: [R] Computing inverse cdf (quantile function) from a KDE

2012-07-11 Thread David L Carlson
id L Carlson Associate Professor of Anthropology Texas A&M University College Station, TX 77840-4352 - Original Message - From: "firdaus.janoos" To: r-help@r-project.org Sent: Wednesday, July 11, 2012 9:33:30 AM Subject: [R] Computing inverse cdf (quantile function) from

[R] Computing inverse cdf (quantile function) from a KDE

2012-07-11 Thread firdaus.janoos
Hello, I wanted to know if there is a simple way of getting the inverse cdf for a KDE estimate of a density (using the ks or KernSmooth packages) in R ? The method I'm using now is to perform a numerical integration of the pdf to get the cdf and then doing a search for the desired probablity valu