[R] approximation of CDF

Prof Brian Ripley ripley at stats.ox.ac.uk
Thu May 8 13:40:54 CEST 2003

Almost any method of fitting a density estimate would work on integrating 
(numerically) the result.

In particular, look at package polspline, where p(old)logspline does the 
integration for you.

On Thu, 8 May 2003, Khamenia, Valery wrote:

>   is there any package in R capable of smooth approximation of CDF
>   basing on given sample? 
>   (Thus, I am not speaking about ecdf)

I think it _is_ an ECDF you want to approximate, since you mention
`sample' below.

>   In particular, I expect very much that the approximation should  
>   subject to the property: 
>      f(x0)<=f(x1) for x0<x1, where x0 and x1 belong to range of 
>      the sample given.
>   Polynomial approximation could be OK for me as well.

Brian D. Ripley,                  ripley at stats.ox.ac.uk
Professor of Applied Statistics,  http://www.stats.ox.ac.uk/~ripley/
University of Oxford,             Tel:  +44 1865 272861 (self)
1 South Parks Road,                     +44 1865 272866 (PA)
Oxford OX1 3TG, UK                Fax:  +44 1865 272595

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