Convert cell probabilities to (average) probability densities

Source: R/generators.R

prob2pdf takes a vector of probabilities and a spatial grid (given by end-points and interfaces) and computes the average p.d.f. in each grid cell

prob2pdf(phi, xgrid, ygrid = c(0, 1))

Arguments

phi

Vector of probabilities

xgrid

Spatial grid

ygrid

Optional grid in y-direction (see details)

Details

length(phi) must equal length(xgrid)-1, if ygrid is not given, or (length(xgrid)-1)*(length(ygrid)-1) if ygrid is given

xgrid (and ygrid, if given) must be strictly increasing

Examples

xgrid <- seq(-2,2,length=10)^3
phi <- diff(pnorm(xgrid))
f <- prob2pdf(phi,xgrid)
plot(utils::head(xgrid,-1),f,type="S")