rvar-dist: Density, CDF, and quantile functions of random variables

In posterior: Tools for Working with Posterior Distributions

Density, CDF, and quantile functions of random variables

Description

The probability density function (density()), cumulative distribution function (cdf()), and quantile function / inverse CDF (quantile()) of an rvar.

Usage

## S3 method for class 'rvar'
density(x, at, ...)

## S3 method for class 'rvar_factor'
density(x, at, ...)

## S3 method for class 'rvar'
cdf(x, q, ...)

## S3 method for class 'rvar_factor'
cdf(x, q, ...)

## S3 method for class 'rvar_ordered'
cdf(x, q, ...)

## S3 method for class 'rvar'
quantile(x, probs, ...)

## S3 method for class 'rvar_factor'
quantile(x, probs, ...)

## S3 method for class 'rvar_ordered'
quantile(x, probs, ...)

Arguments

x	(rvar) An rvar object.
...	Additional arguments passed onto underlying methods: For density(), these are passed to stats::density(). For cdf(), these are ignored. For quantile(), these are passed to stats::quantile().
q, at	(numeric vector) One or more quantiles.
probs	(numeric vector) One or more probabilities in ⁠[0,1]⁠.

Value

If x is a scalar rvar, returns a vector of the same length as the input (q, at, or probs) containing values from the corresponding function of the given rvar.

If x has length greater than 1, returns an array with dimensions c(length(y), dim(x)) where y is q, at, or probs, where each result[i,...] is the value of the corresponding function,f(y[i]), for the corresponding cell in the input array, x[...].

Examples

set.seed(1234)
x = rvar(rnorm(100))

density(x, seq(-2, 2, length.out = 10))
cdf(x, seq(-2, 2, length.out = 10))
quantile(x, ppoints(10))

x2 = c(rvar(rnorm(100, mean = -0.5)), rvar(rnorm(100, mean = 0.5)))
density(x2, seq(-2, 2, length.out = 10))
cdf(x2, seq(-2, 2, length.out = 10))
quantile(x2, ppoints(10))

posterior documentation built on April 4, 2025, 4:44 a.m.