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Re: st: Producing random numbers from a kernel density
Depends how many numbers you want to generate, how much accuracy you
want etc., but a quick and (not so) dirty method is to (1) make sure you
have a decent density estimate (such as eqprhistogram ;-) ) that is
always non-negative and integrates to one, then (2) calculate the
distribution function of this density at as fine a grid as you want,
then (3) generate a uniform random number, and (4) use the probability
integral transform (which says that your distribution function is
uniformly distributed) to get your variate Voila.
Peter Willemé wrote:
I am trying to draw random numbers from an arbitrary distribution. One
idea that occurred to me was to use a kernel density estimator
(-kdensity-), but I have no idea how to produce random numbers from
the result. All suggestions are welcome.
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