spatstat (version 1.42-2)

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, ..., type=1)

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.
type
Integer specifying the type of quantile to be calculated, as explained in quantile.default. Only types 1 and 2 are currently implemented.

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 (assuming type=1, the default).

See Also

ewcdf, quantile

Examples

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

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