Extracting values from a ecdf (empirical cumulative distribution function) curve

it gives 'NA' (for whatever y value).
What 'y' values were you using?  inf_f maps probabilities (in [0,1]) to
values in the range of the orginal data, x, but it will have problems for
a probability below 1/length(x) because the original data didn't tell
you anything about the ecdf in that region.

   > X <- c(101, 103, 107, 111)
   > f <- ecdf(X)
   > inv_f <- inv_ecdf(f)
   > inv_f(seq(0, 1, by=1/8))
   [1]  NA  NA 101 102 103 105 107 109 111

Bill Dunlap
Spotfire, TIBCO Software
wdunlap tibco.com
-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On Behalf
Of Manoranjan Muthusamy
Sent: Thursday, October 31, 2013 6:18 PM
To: Rui Barradas
Cc: r-help at r-project.org
Subject: Re: [R] Extracting values from a ecdf (empirical cumulative distribution function)
curve

Thank you, Barradas. It works when finding y, but when I tried to find x
using interpolation for a known y it gives 'NA' (for whatever y value). I
couldn't find out the reason. Any help is really appreciated.

Thanks,
Mano

On Thu, Oct 31, 2013 at 10:53 PM, Rui Barradas <ruipbarradas at sapo.pt> wrote:

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.

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Extracting values from a ecdf (empirical cumulative distribution function) curve

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