Thursday, March 09, 2006

Re: st: Producing random numbers from a kernel density

If you have data you are thinking of running -kdensity- on, can you just sample with replacement (-help bsample-) from the data? Or is it necessary for your problem to have a smooth pdf with no atoms, estimated from the data, to draw the numbers from?

On 3/9/06, Stas Kolenikov <skolenik@gmail.com> wrote: Another popular method is by acceptance-rejection algorithm: <snip>

> On 3/9/06, Marcello Pagano <pagano@hsph.harvard.edu> wrote: > Depends how many numbers you want to generate, <snip> > > > 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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