Re: [R] Inverse fuction of ecdf

From: roger koenker <roger_at_ysidro.econ.uiuc.edu>
Date: Sun 28 Jan 2007 - 23:19:01 GMT

quantile() does some somewhat exotic interpolation --- if you are wanting to
match moments you need to be more explicit about how you are computing moments for the two approaches...

On Jan 28, 2007, at 5:06 PM, Geoffrey Zhu wrote:

> Hi Benilton,
>
> I tried this. It sort of works, but the results are not very
> satisfactionary. The 3rd moment and higher do not match those of the
> original by a large difference. Do you have any better way to do this?
>
> Thanks,
> Geoffrey
>
> -----Original Message-----
> From: Benilton Carvalho [mailto:bcarvalh@jhsph.edu]
> Sent: Sunday, January 28, 2007 4:45 PM
> To: Geoffrey Zhu
> Cc: r-help@stat.math.ethz.ch
> Subject: Re: [R] Inverse fuction of ecdf
>
> ?quantile
>
> b
>
> On Jan 28, 2007, at 5:41 PM, Geoffrey Zhu wrote:
>
>> Hi Everyone,
>>
>> I want to generate some random numbers according to some empirical
>> distribution. Therefore I am looking for the inverse of an empirical
>> cumulative distribution function. I haven't found any in R. Can
>> anyone

>
>> give a pointer?
>>
>> Thanks,
>> Geoffrey
>
>
>
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https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code. Received on Mon Jan 29 10:21:51 2007

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