Generating random sample from the quantiles of unknown density in R [duplicate]

Answer 1

Use sample . Generate a vector of probablities from your existing function f, normalized properly. From the help page:

sample(x, size, replace = FALSE, prob = NULL)


Arguments

x       Either a vector of one or more elements from which to choose, or a positive integer. See ‘Details.’

n    a positive number, the number of items to choose from. See ‘Details.’

size    a non-negative integer giving the number of items to choose.

replace    Should sampling be with replacement?

prob    A vector of probability weights for obtaining the elements of the vector being sampled.