R: Default procedure to fill slots d,p,q given r for a.c....

RtoDPQ {distr} | R Documentation

## Default procedure to fill slots d,p,q given r for a.c. distributions

### Description

function to do get empirical density, cumulative distribution and quantile function from random numbers

### Usage

    RtoDPQ(r, e = getdistrOption("RtoDPQ.e"),
           n = getdistrOption("DefaultNrGridPoints"), y = NULL)

### Arguments

`r` | the random number generator
`e` | 10^e numbers are generated, a higher number leads to a better result.
`n` | The number of grid points used to create the approximated functions, a higher number leads to a better result.
`y` | a (numeric) vector or `NULL`

### Details

RtoDPQ generates 10^e random numbers, by default

e = RtoDPQ.e

. Instead of using simulated grid points, we have an optional parameter `y` for using N. Horbenko's quantile trick: i.e.; on an equally spaced grid `x.grid` on [0,1], apply `f(q(x)(x.grid))` and write the result to `y` and produce density and cdf from this value `y` given to `RtoDPQ` as argument (instead of simulating grid points).

The density is formed on the basis of n points using approxfun and density, by default

n = DefaultNrGridPoints

. The cumulative distribution function and the quantile function are also created on the basis of n points using `approxfun` and `ecdf`. Of course, the results are usually not exact as they rely on random numbers.

### Value

`RtoDPQ` returns a list of functions.

`dfun` | density
`pfun` | cumulative distribution function
`qfun` | quantile function

### Note

Use `RtoDPQ` for absolutely continuous and `RtoDPQ.d` for discrete distributions.

### Author(s)

Thomas Stabla statho3@web.de,
Florian Camphausen fcampi@gmx.de,
Peter Ruckdeschel peter.ruckdeschel@uni-oldenburg.de,
Matthias Kohl Matthias.Kohl@stamats.de

### See Also

`UnivariateDistribution-class`, `density`, `approxfun`, `ecdf`

### Examples

    rn2 <- function(n){rnorm(n)^2}
    x <- RtoDPQ(r = rn2, e = 4, n = 512)
    # returns density, cumulative distribution and quantile function of
    # squared standard normal distribution
    x$dfun(4)
    RtoDPQ(r = rn2, e = 5, n = 1024) # for a better result

    rp2 <- function(n){rpois(n, lambda = 1)^2}
    x <- RtoDPQ.d(r = rp2, e = 5)
    # returns density, cumulative distribution and quantile function of
    # squared Poisson distribution with parameter lambda=1

[Package distr version 2.8.0 Index]