[R] Computing inverse cdf (quantile function) from a KDE

[Greg Snow]

If you are going to be doing a lot of this then you might want to
consider using logspline density estimates (logspline package) instead
of kernel density estimates.

On Wed, Jul 11, 2012 at 8:33 AM, firdaus.janoos <fjanoos at bwh.harvard.edu> wrote:
> Hello,
>
> I wanted to know if there is a simple way of getting the inverse cdf for a
> KDE estimate of a density (using the ks or KernSmooth packages) in R ?
>
> The method I'm using now is to perform a numerical integration of the pdf
> to get the cdf and then doing a search for the desired probablity value,
> which is highly inefficient and very slow.
>
> Thanks,
> -fj
>
>         [[alternative HTML version deleted]]
>
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-- 
Gregory (Greg) L. Snow Ph.D.
538280 at gmail.com