[R] Inverse fuction of ecdf

Geoffrey Zhu gzhu at peak6.com
Mon Jan 29 00:06:04 CET 2007

Hi Benilton,

I tried this. It sort of works, but the results are not very
satisfactionary. The 3rd moment and higher do not match those of the
original by a large difference. Do you have any better way to do this?


-----Original Message-----
From: Benilton Carvalho [mailto:bcarvalh at jhsph.edu] 
Sent: Sunday, January 28, 2007 4:45 PM
To: Geoffrey Zhu
Cc: r-help at stat.math.ethz.ch
Subject: Re: [R] Inverse fuction of ecdf



On Jan 28, 2007, at 5:41 PM, Geoffrey Zhu wrote:

> Hi Everyone,
> I want to generate some random numbers according to some empirical 
> distribution. Therefore I am looking for the inverse of an empirical 
> cumulative distribution function. I haven't found any in R. Can anyone

> give a pointer?
> Thanks,
> Geoffrey

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