tolga.i.uzuner at jpmorgan.com
2008-Sep-26 10:50 UTC
[R] Does R have an "inverse empirical cumulative distribution" function ?
Dear R Users, Does R have an "inverse empirical cumulative distribution" function, something one can use to invert ecdf ? Thanks in advance, Tolga Generally, this communication is for informational purposes only and it is not intended as an offer or solicitation for the purchase or sale of any financial instrument or as an official confirmation of any transaction. In the event you are receiving the offering materials attached below related to your interest in hedge funds or private equity, this communication may be intended as an offer or solicitation for the purchase or sale of such fund(s). All market prices, data and other information are not warranted as to completeness or accuracy and are subject to change without notice. Any comments or statements made herein do not necessarily reflect those of JPMorgan Chase & Co., its subsidiaries and affiliates. This transmission may contain information that is privileged, confidential, legally privileged, and/or exempt from disclosure under applicable law. If you are not the intended recipient, you are hereby notified that any disclosure, copying, distribution, or use of the information contained herein (including any reliance thereon) is STRICTLY PROHIBITED. Although this transmission and any attachments are believed to be free of any virus or other defect that might affect any computer system into which it is received and opened, it is the responsibility of the recipient to ensure that it is virus free and no responsibility is accepted by JPMorgan Chase & Co., its subsidiaries and affiliates, as applicable, for any loss or damage arising in any way from its use. If you received this transmission in error, please immediately contact the sender and destroy the material in its entirety, whether in electronic or hard copy format. Thank you. Please refer to http://www.jpmorgan.com/pages/disclosures for disclosures relating to UK legal entities. [[alternative HTML version deleted]]
Peter Dalgaard
2008-Sep-26 11:14 UTC
[R] Does R have an "inverse empirical cumulative distribution" function ?
tolga.i.uzuner at jpmorgan.com wrote:> Dear R Users, > > Does R have an "inverse empirical cumulative distribution" function, > something one can use to invert ecdf ? > > Thanks in advance, > Tolga >quantile(...., type=1) (Actually you can't invert a piecewise constant function...) -- O__ ---- Peter Dalgaard ?ster Farimagsgade 5, Entr.B c/ /'_ --- Dept. of Biostatistics PO Box 2099, 1014 Cph. K (*) \(*) -- University of Copenhagen Denmark Ph: (+45) 35327918 ~~~~~~~~~~ - (p.dalgaard at biostat.ku.dk) FAX: (+45) 35327907
Yihui Xie
2008-Sep-26 11:19 UTC
[R] Does R have an "inverse empirical cumulative distribution" function ?
Isn't the "inverse" ECDF just the quantile function?... Regards, Yihui -- Yihui Xie <xieyihui at gmail.com> Phone: +86-(0)10-82509086 Fax: +86-(0)10-82509086 Mobile: +86-15810805877 Homepage: http://www.yihui.name School of Statistics, Room 1037, Mingde Main Building, Renmin University of China, Beijing, 100872, China On Fri, Sep 26, 2008 at 6:50 PM, <tolga.i.uzuner at jpmorgan.com> wrote:> Dear R Users, > > Does R have an "inverse empirical cumulative distribution" function, > something one can use to invert ecdf ? > > Thanks in advance, > Tolga >