Hi All, following expression: x <- sort(rnorm(10)); e <- ecdf(x); d <- numericDeriv(e(x),"x"); makes d far from approximation of one dimensional pdf. What's wrong then here? Kind regards. --------------------------------------------------------------------------- Valery A.Khamenya Bioinformatics Department BioVisioN AG, Hannover
numericDeriv and ecdf
2 messages · Khamenia, Valery, Thomas W Blackwell
On only ten points, what did you expect ? Even with 1000 observations, estimating a density is difficult, and has been the subject of a century of research. Kernel density estimates are among the most successful. For your immediate application, try plot(density(rnorm(10)), type="l"), etc. - tom blackwell - u michigan medical school - ann arbor -
On Fri, 25 Apr 2003, Khamenia, Valery wrote:
Hi All, following expression: x <- sort(rnorm(10)); e <- ecdf(x); d <- numericDeriv(e(x),"x"); makes d far from approximation of one dimensional pdf. What's wrong then here? Kind regards. --------------------------------------------------------------------------- Valery A.Khamenya Bioinformatics Department BioVisioN AG, Hannover