Difference between revisions of "Warp Dist"

Latest revision as of 21:19, 24 May 2016

Warp_dist(dist, fracts, F)

Applies a smooth warping function to a given sample so as to obtain the listed fractiles, while maintaining the approximate shape of the distribution. For example, if you have p10, p50 and p90 percentiles and you want a "Normal-like" distribution, you could use:

Index F := [10%, 50%, 90%];

Var pctiles := Array(F, [5, 10, 20]);

Warp_dist(Normal(0, 1), pctiles, F)

The resulting distribution will not be a Normal (you can't necessarily obtain a normal with any three fractiles, since Normal has only 2 free parameters), but it will be basically bell-shaped -- skewed a bit to the left to obtain the given fractiles.

Note that if you were to provide only two fractiles, Normality would be preserved in this example.

Library

Distribution Variations library (Distribution Variations.ana)

Use File → Add Library... to add this library

@@ Line 1: / Line 1: @@
-[[category:Distribution Functions]]
+[[Category: Distribution Functions]]
+[[Category: Distribution Variations library functions]]
+[[Category:Doc Status C]] <!-- For Lumina use, do not change -->
+== Warp_dist(dist, fracts, F) ==
-= Warp_dist(dist,fracts,F) =
+Applies a smooth warping function to a given sample so as to obtain the listed fractiles, while maintaining the approximate shape of the distribution.  For example, if you have p10, p50 and p90 percentiles and you want a "[[Normal]]-like" distribution, you could use:
-Applies a smooth warping funtion to a given sample so as to obtain the listed fractiles, while maintaining the approximate shape of the distribution.  For example, if you have p10, p50 and p90 percentiles and you want a "Normal-like" distribution, you could use:
+:<code>Index F := [10%, 50%, 90%];</code>
+:<code>Var pctiles := Array(F, [5, 10, 20]);</code>
+:<code>Warp_dist(Normal(0, 1), pctiles, F)</code>
-index F:=[10%,50%,90%];
+The resulting distribution will not be a [[Normal]] (you can't necessarily obtain a normal with any three fractiles, since Normal has only 2 free parameters), but it will be basically bell-shaped -- skewed a bit to the left to obtain the given fractiles.
-var pctiles := Array(F,[5,10,20]);
-Warp_dist(Normal(0,1),pctiles,F)
-The resulting distribution will not be a Normal (you can't necessarily obtain a normal with any three fractiles, since Normal has only 2 free parameters), but it will be basically bell-shaped -- skewed a bit to the left to obtain the given fractiles.
 Note that if you were to provide only two fractiles, Normality would be preserved in this example.
-= Library =
+== Library ==
+Distribution Variations library  ([[media:Distribution Variations.ana|Distribution Variations.ana]])
+:Use [[File menu|File]] &rarr; '''Add Library...''' to add this library
-Distribution Variations.ana
+==See Also==
+* [[media:Distribution Variations.ana | Distribution Variations.ana]]
+* [[Normal]]
+* [[Probability distributions]]
+* [[Distribution Densities Library]]