pecdfHT: Compute cdf, pdf, quantiles, and simulate from a fitted distribution
Description
Use the semi-parametric fit calculated by ecdfHT.fit to evaluate the cdf F(x), pdf f(x), quantiles and simulate.
Usage
pecdfHT(x, ecdfHT.fit)
decdfHT(x, ecdfHT.fit)
qecdfHT(p, ecdfHT.fit)
recdfHT(n, ecdfHT.fit)
Arguments
x
A vector of numbers
ecdfHT.fit
An object returned by ecdfHT.fit describing the interpolation.
p
Vector of probabilites
n
Number of values to simulate
Value
pecdfHT computes the cdf, decdfHT computes the pdf, qecdfHT computes the quantiles (inverse of the cdf), recdfHT simulates from the distribution.
Details
pecdfHT computes the cdf of the semi-parametric fit to the data.
decdfHT computes the pdf of the semi-parametric fit to the data. This is likely very irregular and not of much value except on the tails, where the pdf calculation is computed analytically.
qecdfHT computes quantiles.
recdfHT simulates from a semi-parameteric distribution.
x <- rcauchy(1000)
a <- ecdfHT( x, show.plot=FALSE )
fit <- ecdfHT.fit( c(.1,.9), a, add.to.plot=FALSE )
pecdfHT( -3:3, fit )
decdfHT( -3:3, fit )
qecdfHT( seq(.1,.9,.1), fit )
recdfHT( 10, fit )