Alexander.Hener@daimlerchrysler.com
2002-Jan-04 15:34 UTC
[R] Inverse (cumulative) distribution functions
hi list,
any help is appreciated concerning the following questions, and please note
that I am not very experienced in neither R nor numerical problems :
1. are any inverse (cumulative) distributions functions implemented in R ?
2. if not, does R offer the possibility to compute such functions for a given
distribution, and how?
3. generally, are there any resources on the web or otherwise where, preferably
closed form solutions of, inverse (cumulative) distribution functions are
listed? I realise that there should be only few.
Thanks in advance,
Alexander Hener.
________________________________________________________________
Alexander Hener DaimlerChrysler AG
Data Mining Solutions (FT3/AD) Research & Technology
P.O. Box 2360
89013 Ulm / Germany
e-mail: Phone: + 49 (731) 505-2438
alexander.hener at DaimlerChrysler.com Fax: + 49 (731) 505-4210
_________________________________________________________________
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !) To: r-help-request at
stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
On Fri, 4 Jan 2002 Alexander.Hener at daimlerchrysler.com wrote:> hi list, > > any help is appreciated concerning the following questions, and please note > that I am not very experienced in neither R nor numerical problems : > > 1. are any inverse (cumulative) distributions functions implemented in R ?Yes. Many. Functions for probabiity distributions come in sets of four eg rnorm generate random Normal pnorm Normal cdf>>> qnorm Normal inverse cdf (quantile function)dnorm Normal density help.search("distribution") will get you all or most of the relevant help pages -thomas Thomas Lumley Asst. Professor, Biostatistics tlumley at u.washington.edu University of Washington, Seattle -.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.- r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html Send "info", "help", or "[un]subscribe" (in the "body", not the subject !) To: r-help-request at stat.math.ethz.ch _._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
Inverse cdfs are also called quantile functions, and in R they are named
qxxxx; cdfs are pxxxx, random numbers are rxxxx, density is dxxxx, where
xxxx names the distribution family. Eg qnorm, pnorm, rnorm, dnorm.
Reid Huntsinger
-----Original Message-----
From: Alexander.Hener at daimlerchrysler.com
[mailto:Alexander.Hener at daimlerchrysler.com]
Sent: Friday, January 04, 2002 10:34 AM
To: r-help at lists.r-project.org
Subject: [R] Inverse (cumulative) distribution functions
hi list,
any help is appreciated concerning the following questions, and please note
that I am not very experienced in neither R nor numerical problems :
1. are any inverse (cumulative) distributions functions implemented in R ?
2. if not, does R offer the possibility to compute such functions for a
given
distribution, and how?
3. generally, are there any resources on the web or otherwise where,
preferably
closed form solutions of, inverse (cumulative) distribution functions are
listed? I realise that there should be only few.
Thanks in advance,
Alexander Hener.
________________________________________________________________
Alexander Hener DaimlerChrysler AG
Data Mining Solutions (FT3/AD) Research & Technology
P.O. Box 2360
89013 Ulm / Germany
e-mail: Phone: + 49 (731) 505-2438
alexander.hener at DaimlerChrysler.com Fax: + 49 (731) 505-4210
_________________________________________________________________
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.
-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !) To: r-help-request at
stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._.
_._
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !) To: r-help-request at
stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._
Alexander.Hener@daimlerchrysler.com
2002-Jan-04 16:48 UTC
[R] Inverse (cumulative) distribution functions
hi list,
thanks to the quick and friendly helpers. Somehow I failed to realise that the
inverse distribution function is the same as the quantile function.
Alexander.
________________________________________________________________
Alexander Hener DaimlerChrysler AG
Data Mining Solutions (FT3/AD) Research & Technology
P.O. Box 2360
89013 Ulm / Germany
e-mail: Phone: + 49 (731) 505-2438
alexander.hener at DaimlerChrysler.com Fax: + 49 (731) 505-4210
_________________________________________________________________
-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-.-
r-help mailing list -- Read http://www.ci.tuwien.ac.at/~hornik/R/R-FAQ.html
Send "info", "help", or "[un]subscribe"
(in the "body", not the subject !) To: r-help-request at
stat.math.ethz.ch
_._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._._