Manoranjan Muthusamy
2013-Oct-31  12:25 UTC
[R] Extracting values from a ecdf (empirical cumulative distribution function) curve
Hi R users, I am a new user, still learning basics of R. Is there anyway to extract y (or x) value for a known x (or y) value from ecdf (empirical cumulative distribution function) curve? Thanks in advance. Mano. [[alternative HTML version deleted]]
Rui Barradas
2013-Oct-31  21:53 UTC
[R] Extracting values from a ecdf (empirical cumulative distribution function) curve
Hello,
As for the problem of finding y given the ecdf and x, it's very easy, 
just use the ecdf:
f <- ecdf(rnorm(100))
x <- rnorm(10)
y <- f(x)
If you want to get the x corresponding to given y, use linear interpolation.
inv_ecdf <- function(f){
	x <- environment(f)$x
	y <- environment(f)$y
	approxfun(y, x)
}
g <- inv_ecdf(f)
g(0.5)
Hope this helps,
Rui Barradas
Em 31-10-2013 12:25, Manoranjan Muthusamy escreveu:> Hi R users,
>
> I am a new user, still learning basics of R. Is there anyway to extract y
> (or x) value for a known x (or y) value from ecdf (empirical cumulative
> distribution function) curve?
>
> Thanks in advance.
> Mano.
>
> 	[[alternative HTML version deleted]]
>
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