How to obtain the cumulative distribution function

Question

I have a random variable which I can obtain the density of

density(r)->pdf

how can I obtain the cumulative distribution function (cdf) from this pdf with R?

I tried

approxfun(pdf$x,pdf$y,yleft=0,yright=0)->f
cdf<-integrate(f,-Inf,2)

but when I plot cdf I only obtain

1.000396 with absolute error < 7.9e-05

http://stats.stackexchange.com/questions/30858/how-to-calculate-cumulative-distribution-in-r — rmuc8, Apr 17 '15 at 11:12
This question should not be marked as duplicate as it is referring to getting the CDF of a density object, which is different from the ecdf related answers linked ot. — Bryan Shalloway, Nov 22 '21 at 21:35
See answer here: https://stats.stackexchange.com/a/553271/193123 — Bryan Shalloway, Nov 22 '21 at 22:34

score 1 · Answer 1 · answered Apr 17 '15 at 12:59

You can use the logspline package of R for creating and visualising smooth nonparametric cumulative distribution functions (and other related quantities) as follows.

library(logspline) # load the package
x <- rnorm(500) # generate some data
x.lsp <- logspline(x) # create the logspline object
plot(x.lsp, what="p") # plot the distribution function
plot(x.lsp, what="d") # plot the density function

How to obtain the cumulative distribution function

1 Answers1