Re: [R] how to generate a random data from a empirical distribition

2010-07-28 Thread Frank Harrell
This is true by definition. Read about the bootstrap which may give you some good background information. Frank E Harrell Jr Professor and ChairmanSchool of Medicine Department of Biostatistics Vanderbilt University On Wed, 28 Jul 2010, xin wei wrote: hi, F

Re: [R] how to generate a random data from a empirical distribition

2010-07-28 Thread xin wei
hi, Frank: how can we make sure the randomly sampled data follow the same distribution as the original dataset? i assume each data point has the same prabability to be selected in a simple random sampling scheme. thanks -- View this message in context: http://r.789695.n4.nabble.com/how-to-gene

Re: [R] how to generate a random data from a empirical distribition

2010-07-27 Thread xin wei
this is very insightful. sounds exactly like what I want to do. thanks. Frank. -- View this message in context: http://r.789695.n4.nabble.com/how-to-generate-a-random-data-from-a-empirical-distribition-tp2302716p2304346.html Sent from the R help mailing list archive at Nabble.com.

Re: [R] how to generate a random data from a empirical distribition

2010-07-27 Thread xin wei
good point. It seems to be important to investigate the nature of distribution. I might be too naive to assume that a "empirical probability distribution" would be automatically generated from a cloud of data points. -- View this message in context: http://r.789695.n4.nabble.com/how-to-gener

Re: [R] how to generate a random data from a empirical distribition

2010-07-27 Thread xin wei
hi, Dennis: points well taken. it seems to be important to investigate the nature of distribution. I may be too naive to assume a "empirical probability distribution" would be computed from a could of data points -- View this message in context: http://r.789695.n4.nabble.com/how-to-generate-

Re: [R] how to generate a random data from a empirical distribition

2010-07-27 Thread weix1
Dennis: points well taken. It seems to be important to investigate the nature of distribution. I might be too naive to assume a "emiprical probability distribution" will be simply calculated from a clound of data points... -- View this message in context: http://r.789695.n4.nabble.com/how-to

Re: [R] how to generate a random data from a empirical distribition

2010-07-27 Thread Greg Snow
Ph.D. Statistical Data Center Intermountain Healthcare greg.s...@imail.org 801.408.8111 > -Original Message- > From: Frank Harrell [mailto:f.harr...@vanderbilt.edu] > Sent: Tuesday, July 27, 2010 4:54 PM > To: Greg Snow > Cc: xin wei; r-help@r-project.org > Subject: Re: [R

Re: [R] how to generate a random data from a empirical distribition

2010-07-27 Thread Frank Harrell
Easiest thing is to sample with replacement from the original data. This is the idea behind the bootstrap, which is sampling from the empirical CDF. Frank E Harrell Jr Professor and ChairmanSchool of Medicine Department of Biostatistics Vanderbilt University On

Re: [R] how to generate a random data from a empirical distribition

2010-07-27 Thread Greg Snow
Another option for fitting a smooth distribution to data (and generating future observations from the smooth distribution) is to use the logspline package. -- Gregory (Greg) L. Snow Ph.D. Statistical Data Center Intermountain Healthcare greg.s...@imail.org 801.408.8111 > -Original Message-

Re: [R] how to generate a random data from a empirical, distribition

2010-07-27 Thread Marshall Feldman
On 7/27/2010 6:00 AM, r-help-requ...@r-project.org wrote: Date: Mon, 26 Jul 2010 11:36:29 -0700 (PDT) From: xin wei To:r-help@r-project.org Subject: [R] how to generate a random data from a empirical distribition Message-ID:<1280169389379-2302716.p...@n4.nabble.com> Content-Type: text/pla

Re: [R] how to generate a random data from a empirical distribition

2010-07-27 Thread Nordlund, Dan (DSHS/RDA)
> -Original Message- > From: r-help-boun...@r-project.org [mailto:r-help-boun...@r- > project.org] On Behalf Of xin wei > Sent: Monday, July 26, 2010 11:36 AM > To: r-help@r-project.org > Subject: [R] how to generate a random data from a empirical > distribition > > > hi, this is more a s

Re: [R] how to generate a random data from a empirical distribition

2010-07-27 Thread Dr. Matthias Kohl
Hi Dennis, you should take a look at the CRAN task view for distributions http://cran.r-project.org/web/views/Distributions.html Beside that our distr-family of packages might be useful, see also http://www.jstatsoft.org/v35/i10/ http://cran.r-project.org/web/packages/distrDoc/vignettes/distr.pd

Re: [R] how to generate a random data from a empirical distribition

2010-07-27 Thread Dennis Murphy
Hi: On Mon, Jul 26, 2010 at 11:36 AM, xin wei wrote: > > hi, this is more a statistical question than a R question. but I do want to > know how to implement this in R. > I have 10,000 data points. Is there any way to generate a empirical > probablity distribution from it (the problem is that I d

Re: [R] how to generate a random data from a empirical distribition

2010-07-26 Thread Peter Dalgaard
David Winsemius wrote: > On Jul 26, 2010, at 2:36 PM, xin wei wrote: > >> hi, this is more a statistical question than a R question. but I do >> want to >> know how to implement this in R. >> I have 10,000 data points. Is there any way to generate a empirical >> probablity distribution from it (

Re: [R] how to generate a random data from a empirical distribition

2010-07-26 Thread David Winsemius
On Jul 26, 2010, at 2:36 PM, xin wei wrote: hi, this is more a statistical question than a R question. but I do want to know how to implement this in R. I have 10,000 data points. Is there any way to generate a empirical probablity distribution from it (the problem is that I do not know w