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

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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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______________________________________________
R-help at r-project.org mailing list
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PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
Hi

There is a print method for ecdf

So print(f) should give you an idea of what is going on

See ?ecdf

HTH

Duncan

Duncan Mackay
Department of Agronomy and Soil Science
University of New England
Armidale NSW 2351
Email: home: mackay at northnet.com.au

-----Original Message-----
From: r-help-bounces at r-project.org [mailto:r-help-bounces at r-project.org] On
Behalf Of Manoranjan Muthusamy
Sent: Friday, 1 November 2013 11:18
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

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]]

______________________________**________________
R-help at r-project.org mailing list
https://stat.ethz.ch/mailman/**listinfo/r-help<https://stat.ethz.ch/m
ailman/listinfo/r-help> PLEASE do read the posting guide 
http://www.R-project.org/** posting-guide.html 
<http://www.R-project.org/posting-guide.html>
and provide commented, minimal, self-contained, reproducible code.

______________________________________________
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.
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