spatstat (version 1.41-1)

quantile.ewcdf: Quantiles of Weighted Empirical Cumulative Distribution Function

Description

Compute quantiles of a weighted empirical cumulative distribution function.

Usage

## S3 method for class 'ewcdf':
quantile(x, probs = seq(0, 1, 0.25), names = TRUE, ...)

Arguments

x

A weighted empirical cumulative distribution function (object of class "ewcdf", produced by ewcdf) for which the quantiles are desired.

probs

probabilities for which the quantiles are desired. A numeric vector of values between 0 and 1.

names

Logical. If TRUE, the resulting vector of quantiles is annotated with names corresponding to probs.

...

Ignored.

Value

• Numeric vector of quantiles, of the same length as probs.

Details

This is a method for the generic quantile function for the class ewcdf of empirical weighted cumulative distribution functions.

The quantile for a probability p is computed as the right-continuous inverse of the cumulative distribution function.

See Also

ewcdf, quantile

Examples

z <- rnorm(50)
  w <- runif(50)
  Fun <- ewcdf(z, w)
  quantile(Fun, c(0.95,0.99))