[R] Fit model to data and use model for data generation
Stephen D. Weigand
weigand.stephen at charter.net
Thu Jan 25 06:03:53 CET 2007
On Jan 24, 2007, at 10:34 AM, Benjamin Otto wrote:
> Hi,
>
> Suppose I have a set of values x and I want to calculate the
> distribution of
> the data. Ususally I would use the "density" command. Now, can I use
> the
> resulting "density-object" model to generate a number of new values
> which
> have the same distribution? Or do I have to use some different
> function?
>
> Regards,
>
> Benjamin
>
> --
> Benjamin Otto
> Universitaetsklinikum Eppendorf Hamburg
> Institut fuer Klinische Chemie
> Martinistrasse 52
> 20246 Hamburg
>
You could sample from the x's in the density object with probability
given by the y's:
### Create a bimodal distribution
x <- c(rnorm(25, -2, 1), rnorm(50, 3, 2))
d <- density(x, n = 1000)
plot(d)
### Sample from the distribution and show the two
### distributions are the same
x.new <- sample(d$x, size = 100000, # large n for proof of concept
replace = TRUE, prob = d$y/sum(d$y))
dx.new <- density(x.new)
lines(dx.new$x, dx.new$y, col = "blue")
Hope this helps,
Stephen
Rochester, Minnesota, USA
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