[R] Extracting values from a ecdf (empirical cumulative distribution function) curve

Rui Barradas ruipbarradas at sapo.pt
Thu Oct 31 22:53:28 CET 2013


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)

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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