Re: [R] Sum of random values

From: Greg Snow <Greg.Snow_at_imail.org>
Date: Fri, 25 Apr 2008 09:16:10 -0600

You might want to look at the distr package (and its relatives). It provides methods for calculating the distribution function of combinations (the sum is one) of other distributions. I'm not sure how you would convert your percentiles to a distribution function, but there may be a way in the documentation for distr and friends.

-- 
Gregory (Greg) L. Snow Ph.D.
Statistical Data Center
Intermountain Healthcare
greg.snow_at_imail.org
(801) 408-8111
 
 


> -----Original Message-----
> From: r-help-bounces_at_r-project.org
> [mailto:r-help-bounces_at_r-project.org] On Behalf Of Ricardo Bessa
> Sent: Thursday, April 24, 2008 5:12 PM
> To: r-help_at_r-project.org
> Subject: [R] Sum of random values
>
>
> Hello,
> I have two random variables with their percentiles which
> correspond to their probability distribution function. My
> objective is to sum these two random variables. There exists
> any algorithm or procedure in R capable of converting the
> percentiles to a probability density function? is the fast
> Fourier transform function of R(fft) capable of doing the sum
> with a convolution?
>
> I'm just starting with this specific problem, so any help it
> will be very useful.
>
> Best regards,
> Ricardo Bessa
>
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______________________________________________ R-help_at_r-project.org mailing list 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 Fri 25 Apr 2008 - 15:58:56 GMT

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