Your method looks like a naive reimplementation of integration, and
won't work so well for distributions that have the great majority of the
probability mass concentrated in a small fraction of the sample space.
I was hoping for something that would retain the adaptability of
integrate().
On September 10, 2003 04:03 pm, Kevin S. Van Horn wrote:
Your method looks like a naive reimplementation of integration, and
won't work so well for distributions that have the great majority of the
probability mass concentrated in a small fraction of the sample space.
I was hoping for
Also look at ecdf() from package stepfun.
HTH,
Jerome Asselin
__
[EMAIL PROTECTED] mailing list
https://www.stat.math.ethz.ch/mailman/listinfo/r-help
Given f, a pdf over a finite interval, is there any existing R function that
can efficiently tabulate the cumulative distribution function for f, or
produce all N+1 quantiles of the form i/N? Efficiently here means better
than doing repeated integrations for each point.
