The probability density function (density()), cumulative distribution function (cdf()), and quantile function / inverse CDF (quantile()) of an rvar.

# S3 method for rvar
density(x, at, ...)

# S3 method for rvar
cdf(x, q, ...)

# S3 method for rvar
quantile(x, probs, ...)

Arguments

x

(rvar) An rvar object.

...

Additional arguments passed onto underlying methods:

q, at

(numeric vector) One or more quantiles.

probs

(numeric vector) One or more probabilities in [0,1].

Value

If x is a scalar rvar, returns a vector of the same length as the input (q, at, or probs) containing values from the corresponding function of the given rvar.

If x has length greater than 1, returns an array with dimensions c(length(y), dim(x)) where y is q, at, or probs, where each result[i,...] is the value of the corresponding function,f(y[i]), for the corresponding cell in the input array, x[...].

Examples

set.seed(1234) x = rvar(rnorm(100)) density(x, seq(-2, 2, length.out = 10))
#> [1] 0.05268921 0.15669674 0.33325128 0.42911534 0.38825093 0.27760481 #> [7] 0.20794004 0.14720607 0.10387881 0.07011558
cdf(x, seq(-2, 2, length.out = 10))
#> [1] 0.02 0.04 0.15 0.34 0.54 0.68 0.81 0.89 0.92 0.96
quantile(x, ppoints(10))
#> [1] -1.371156446 -1.107797288 -0.877775358 -0.574614497 -0.476119783 #> [6] -0.187048613 -0.007696628 0.448815321 0.902987295 1.646284259
x2 = c(rvar(rnorm(100, mean = -0.5)), rvar(rnorm(100, mean = 0.5))) density(x2, seq(-2, 2, length.out = 10))
#> [,1] [,2] #> [1,] 0.08849633 0.001641837 #> [2,] 0.20332937 0.024310255 #> [3,] 0.33447478 0.081654865 #> [4,] 0.41944017 0.167732070 #> [5,] 0.40333595 0.241892638 #> [6,] 0.28289139 0.309987338 #> [7,] 0.15847776 0.462678904 #> [8,] 0.12750072 0.466875791 #> [9,] 0.07751964 0.234727355 #> [10,] 0.02149798 0.109987934
cdf(x2, seq(-2, 2, length.out = 10))
#> [,1] [,2] #> [1,] 0.07 0.01 #> [2,] 0.11 0.01 #> [3,] 0.25 0.03 #> [4,] 0.43 0.08 #> [5,] 0.63 0.16 #> [6,] 0.79 0.31 #> [7,] 0.86 0.43 #> [8,] 0.91 0.69 #> [9,] 0.97 0.87 #> [10,] 0.99 0.93
quantile(x2, ppoints(10))
#> [,1] [,2] #> [1,] -2.0034466 -0.6872996 #> [2,] -1.3541896 -0.2346473 #> [3,] -1.0276966 0.1308444 #> [4,] -0.8207823 0.3500387 #> [5,] -0.5789329 0.6861700 #> [6,] -0.3647747 0.8192384 #> [7,] -0.1451222 0.9367486 #> [8,] 0.1230689 1.1749908 #> [9,] 0.4371228 1.4569163 #> [10,] 1.1776442 2.1500961