[R] Extracting values from a ecdf (empirical cumulative distribution function) curve
William Dunlap
wdunlap at tibco.com
Fri Nov 1 02:48:25 CET 2013
> it gives 'NA' (for whatever y value).
What 'y' values were you using? inf_f maps probabilities (in [0,1]) to
values in the range of the orginal data, x, but it will have problems for
a probability below 1/length(x) because the original data didn't tell
you anything about the ecdf in that region.
> X <- c(101, 103, 107, 111)
> f <- ecdf(X)
> inv_f <- inv_ecdf(f)
> inv_f(seq(0, 1, by=1/8))
[1] NA NA 101 102 103 105 107 109 111
Bill Dunlap
Spotfire, TIBCO Software
wdunlap tibco.com
> -----Original Message-----
> From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf
> Of Manoranjan Muthusamy
> Sent: Thursday, October 31, 2013 6:18 PM
> To: Rui Barradas
> Cc: r-help at r-project.org
> Subject: Re: [R] Extracting values from a ecdf (empirical cumulative distribution function)
> curve
>
> Thank you, Barradas. It works when finding y, but when I tried to find x
> using interpolation for a known y it gives 'NA' (for whatever y value). I
> couldn't find out the reason. Any help is really appreciated.
>
> Thanks,
> Mano
>
>
> On Thu, Oct 31, 2013 at 10:53 PM, Rui Barradas <ruipbarradas at sapo.pt> wrote:
>
> > Hello,
> >
> > As for the problem of finding y given the ecdf and x, it's very easy, just
> > use the ecdf:
> >
> > f <- ecdf(rnorm(100))
> >
> > x <- rnorm(10)
> > y <- f(x)
> >
> > If you want to get the x corresponding to given y, use linear
> > interpolation.
> >
> > inv_ecdf <- function(f){
> > x <- environment(f)$x
> > y <- environment(f)$y
> > approxfun(y, x)
> > }
> >
> > g <- inv_ecdf(f)
> > g(0.5)
> >
> >
> > Hope this helps,
> >
> > Rui Barradas
> >
> > Em 31-10-2013 12:25, Manoranjan Muthusamy escreveu:
> >
> >> Hi R users,
> >>
> >> I am a new user, still learning basics of R. Is there anyway to extract y
> >> (or x) value for a known x (or y) value from ecdf (empirical cumulative
> >> distribution function) curve?
> >>
> >> Thanks in advance.
> >> Mano.
> >>
> >> [[alternative HTML version deleted]]
> >>
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