corn at mail.tu-berlin.de
2012-May-24 06:29 UTC
[R] Convolve 2 uniform distributed variables
Hi, I want to convolve 2 uniform distributed [0,1] variables, so that I get this graphic: http://de.wikipedia.org/wiki/Benutzer:Alfred_Heiligenbrunner/Liste_von_Verteilungsdichten_der_Summe_gleichverteilter_Zufallsvariabler (second graphic) if I do u1<-seq(0,1,length=100) fu1=dunif(u1,min=0,max=1) plot(u1,fu1,type="l",xlim=c(-2,2)) u2<-seq(0,1,length=100) fu2=dunif(u2,min=0,max=1) u1u2<-convolve(u1,rev(u1),typ="o") plot(u1u2) it does not work, could you help me please? The point is the convolve function I think, what do I have to type, to get the correct convolution of two uniform distributed [0,1] variables as to be seen in the second graphic in the given link? Thanks a lot
Prof. Dr. Matthias Kohl
2012-May-24 07:22 UTC
[R] Convolve 2 uniform distributed variables
take a look at the distr package library(distr) U <- Unif() U2 <- U + U # or U2 <- convpow(U, 2) plot(U2) # or curve(d(U2)(x), from = 0, to = 2) Best Matthias On 24.05.2012 08:29, corn at mail.tu-berlin.de wrote:> Hi, > I want to convolve 2 uniform distributed [0,1] variables, so that I get > this graphic: > http://de.wikipedia.org/wiki/Benutzer:Alfred_Heiligenbrunner/Liste_von_Verteilungsdichten_der_Summe_gleichverteilter_Zufallsvariabler > (second graphic) > > if I do > > u1<-seq(0,1,length=100) > fu1=dunif(u1,min=0,max=1) > > plot(u1,fu1,type="l",xlim=c(-2,2)) > > > u2<-seq(0,1,length=100) > fu2=dunif(u2,min=0,max=1) > > u1u2<-convolve(u1,rev(u1),typ="o") > > plot(u1u2) > > it does not work, could you help me please? The point is the convolve > function I think, what do I have to type, to get the correct convolution > of two uniform distributed [0,1] variables as to be seen in the second > graphic in the given link? > > Thanks a lot > > ______________________________________________ > 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.-- Prof. Dr. Matthias Kohl www.stamats.de