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cooltools (version 2.4)

dpqr: d/p/q/r-family for a custom distribution

Description

Produces the family of d/p/q/r functions associated with a custom one-dimensional distribution function; similarly to the standard families dnorm/pnorm/qnorm/rnorm, dunif/punif/...

Usage

dpqr(fun, min, max)

Value

Returns a list of items:

d(x)

Probability distribution function (PDF), i.e. a normalised version of fun, limited to the domain [xmin,xmax].

p(x)

Cumulative distributiont function, defined as the integrated PDF up to x.

q(p)

Quantile function, returning the position x, at which the cumulative probability equals p.

r(n)

A vector of n random numbers drawn from the PDF.

Arguments

fun

distribution function of a single variable; does not have to be normalized

min, max

domain of distribution function; outside this domain fun will be considered equal to 0. In practice, this should be the most restrictive domain containing (almost) all the mass of fun.

Author

Danail Obreschkow

See Also

rng, contourlevel

Examples

Run this code

f = function(x) sin(x)
rsin = dpqr(f,0,pi)$r
x = rsin(1e3)
hist(x,freq=FALSE)
curve(sin(x)/2,0,pi,add=TRUE)

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