R help - Oct 2010 - How to simulate from an estimated density

Hi, dear fellows,

I was wondering how can I simulate from an estimated density function? I
used my training data set and already have estimated density values at some
fixed points. I plan to simulate some data from such estimated density and
compare them to my validation data set. Anyone can help out is really
appreciated. Thanks.

Jay 
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You usually simulate a distribution by:
1. building the cumulative distribution (use cumsum).
2. Simulating a random number (from uniform distribution, use runif
(number_of_simulations_needed)).
3. Get the closest number to the number simulated from the cumulative
distribution.
4. The corresponding value is your distribution.

As to comparing them look up a Q-Q plot.

hope this helps (or what you asked for),
Sachin
p.s. I'm sorry if this has an corporate disclaimer attached (don't know
how
to get rid of it).

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Thanks. I got it. 

Another question, why every time I posted something, it needs approval
before it shows up?
Any way I can speed up posting?
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