Equal frequency discretization in R

Question

I\'m having trouble finding a function in R that performs equal-frequency discretization. I stumbled on the \'infotheo\' package, but after some testing I found that the al

Answer 1

This sort of thing is also quite easily solved by using (abusing?) the conditioning plot infrastructure from lattice, in particular function co.intervals():

cutEqual <- function(x, n, include.lowest = TRUE, ...) {
    stopifnot(require(lattice))
    cut(x, co.intervals(x, n, 0)[c(1, (n+1):(n*2))], 
        include.lowest = include.lowest, ...)
}

Which reproduces @Joris' excellent answer:

> set.seed(12345)
> x <- rnorm(50)
> table(cutEqual(x, 5))

 [-2.38,-0.885] (-0.885,-0.115]  (-0.115,0.587]   (0.587,0.938]     (0.938,2.2] 
             10              10              10              10              10
> y <- rpois(50, 5)
> table(cutEqual(y, 5))

 [0.5,3.5]  (3.5,5.5]  (5.5,6.5]  (6.5,7.5] (7.5,11.5] 
        10         13         11          6         10

In the latter, discrete, case the breaks are different although they have the same effect; the same observations are in the same bins.