I have a theoretical and coding question that has to do with densities and simulating values.
I am building custom densities via the density(x) command. However I am hoping to generate 1000-10000 simulated values from this density. The overall goal is to take two densities build by density(x$y) form and run simulations and say this density A is more than density B x% of the time. I would just take each simulated value and see which is higher and code to count how many times A is higher than B.
Is there a way to accomplish this? Or is there some way to accomplish something similar with these densities? Thanks!
The sample function can take the midpoints of the intervals of the sample density and then use the densities as the prob-arguments.
mysamp <- sample(x= dens$x, size=1000 , prob=dens$y, repl=TRUE)
This has the disadvantage that you may need to jitter the result to avoid lots of duplicates.
mysamp <- jitter(mysamp)
Another method is to use approxfun and ecdf. You may need to invert the function (reverse role of x and y) in order to sample using the input of runif(1000) into the result. I'm pretty sure there are worked examples of this in SO and I'm pretty sure that I am one of many who in the past have posted such code to R-help. (If your searches have failed to find then then post the search strategies and others can try to improve upon them.)