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 

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 
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@unioldenburg.de,
Matthias Kohl Matthias.Kohl@stamats.de
See Also
UnivariateDistributionclass
,
density
,
approxfun
,
ecdf
Examples
set.seed(20230508)
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
## IGNORE_RDIFF_BEGIN
x$dfun(4)
RtoDPQ(r = rn2, e = 5, n = 1024) # for a better result
## IGNORE_RDIFF_END
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