prob2pdf: Convert cell probabilities to (average) probability densities

In Uffe-H-Thygesen/SDEtools: Utilities for Stochastic Differential Equations

Convert cell probabilities to (average) probability densities

Description

prob2pdf takes a vector of probabilities and a spatial grid (given by end-points and interfaces) and computes the average p.d.f. in each grid cell

Usage

prob2pdf(phi, xgrid, ygrid = c(0, 1))

Arguments

phi	Vector of probabilities
xgrid	Spatial grid
ygrid	Optional grid in y-direction (see details)

Details

length(phi) must equal length(xgrid)-1, if ygrid is not given, or (length(xgrid)-1)*(length(ygrid)-1) if ygrid is given

xgrid (and ygrid, if given) must be strictly increasing

Examples

xgrid <- seq(-2,2,length=10)^3
phi <- diff(pnorm(xgrid))
f <- prob2pdf(phi,xgrid)
plot(utils::head(xgrid,-1),f,type="S")

Uffe-H-Thygesen/SDEtools documentation built on Jan. 15, 2025, 6:41 p.m.