random - R: Generate data from a probability density distribution -
say have simple array, corresponding probability distribution.
library(stats) data <- c(0,0.08,0.15,0.28,0.90) pdf_of_data <- density(data, from= 0, to=1, bw=0.1) is there way generate set of data using same distribution. operation probabilistic, need not match initial distribution anymore, generated it.
i did have success finding simple solution on own. thanks!
your best bet generate empirical cumulative density function, approximate inverse, , transform input.
the compound expression looks like
random.points <- approx( cumsum(pdf_of_data$y)/sum(pdf_of_data$y), pdf_of_data$x, runif(10000) )$y yields
hist(random.points, 100) 
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