SDofNumDist: Standard deviation of a numerical probability density...

In EarthSystemDiagnostics/ecustools: A miscellaneous collection of R functions for working with time-series and paleo data.

Description

Calculates the standard deviation of a numerical probability density function, i.e. a vector of values and corresponding vector of densities. It is important that the range of x values cover a sufficient fraction of the total density. For continuous distributions it should extend well into the tails. The approximation will be better the finer the resolution of x.

Usage

SDofNumDist(x, d)

Arguments

x	vector of values
d	vector of densities, do not need to sum to 1

Value

numeric

Author(s)

Andrew Dolman <[e-mail]>

Examples

## Not run: 
if(interactive()){
 # Example 1
 x <- seq(1, 100, by = 0.01)
 d <- dnorm(x, 60, 5)
 plot(x, d, type = "l")
 SDofNumDist(x, d)

 # Example 2
 a <- 45
 b <- 55
 d2 <- dunif(x, a, b)
 plot(x, d2, type = "l")
 SDofNumDist(x, d2)

 # analytical solution for uniform distribution
 sqrt(1/12 * (b-a)^2)
 }

## End(Not run)

EarthSystemDiagnostics/ecustools documentation built on Jan. 15, 2022, 5:22 p.m.