CODEWITHSUNDEEP
rstatisticskernel
Michelle
Michelle

Reputation: 202

Non parametric Inverse (cumulative) distribution functions

I'm working with kernel estimation, I apply the density function from R to my data file (bivariate), after a couple of statistical treatments I need to transform this data and here comes my problem:

Is there a function of the inverse cumulative distribution with a non parametric method?

I have tried Google, ethz forums, R help but it seems to be missing.

Upvotes: 2

Views: 1210

Answers (1)

David Robinson
David Robinson

Reputation: 78590

It sounds like you want the quantile function:

# simulate some data
mydata = rnorm(1000)

# print the quantiles at a few points
# (it's the inverse of the cumulative distribution function):
print(quantile(mydata, .5))
print(quantile(mydata, .75))

# show the curve from 0 to 1
curve(quantile(mydata, x))

Upvotes: 3

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