pdf_from_quantiles: Reconstruct probability density function from quantiles

In niknap/ScalingFunctions: Collection of functions for scaling of distributions

Description

Reconstruct a PDF based on a set of quantiles of a distribution or the quantile function (inverse cumulative distribution function ICDF)

Usage

pdf_from_quantiles(q.vec, p.vec, x.vec)

Arguments

q.vec	Vector of quantiles (quantile function / inverse CDF; has to be sorted in increasing order)
p.vec	Vector of probabilities (values between 0 and 1 providing the probability associated with each element of q.vec)
x.vec	Vector of values for which the densities should be returned

Value

Vector of probability densities for each element in x.vec

Author(s)

Nikolai Knapp, [e-mail]

Examples

my.r.vec <- rnorm(n=50, mean=10, sd=6)
my.q.vec <- sort(my.r.vec)
my.p.vec <- pnorm(my.q.vec, mean=10, sd=6)
plot(my.q.vec ~ my.p.vec, type="l")

my.x.vec <- -20:40
my.pdf.vec <- pdf_from_quantiles(q.vec=my.q.vec, p.vec=my.p.vec,
x.vec=my.x.vec)

hist(my.r.vec, freq=F, xlim=c(-20, 40))
lines(my.pdf.vec ~ my.x.vec, col="red")

niknap/ScalingFunctions documentation built on May 22, 2021, 6:43 a.m.