AW: [R] approximation of CDF

Khamenia, Valery V.Khamenia at
Thu May 8 14:53:32 CEST 2003

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

it is a nice idea concerning the monotony property, which 
will be obtained automatically, but I am going to use results 
of approximation analytically

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

thank you, I am going to install it.

> >   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.

no, it is not. I do not need the closeness to a ECDF but to a CDF.
classic ECDF (like that implemented in stepfun) is yet another 
approximation of CDF. In particular, if I try to pursue the best 
approximation of any ECDF function in polynomial basis, it will 
boost order of my polynomial approximation up to infinity. Meanwhile 
the CDF might be linear in the corresponding range (we could take 
uniform data as an example)

thank you for your reply,
kind regards,
Valery A.Khamenya
Bioinformatics Department
BioVisioN AG, Hannover

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