quantileSE: Sample quantiles and their standard errors
Description
Calculate sample quantiles and their estimated standard errors.
Usage
quantileSE(x, p=0.95, bw, na.rm=TRUE, names=TRUE)
Arguments
x
Numeric vector whose sample quantiles are wanted.
p
Numeric vector with values in [0,1].
bw
Bandwidth to use in the density estimation.
na.rm
Logical; if true, and NA and NaN's are
removed from x before the quantiles are computed.
names
Logical; if true, the column names of the result is set to
the values in p.
Value
A matrix of size 2 x length(p). The first row contains the
estimated quantiles; the second row contains the corresponding
estimated standard errors.
Details
The sample quantiles are calculated with the function
quantile.
Standard errors are obtained by the asymptotic approximation described
in Cox and Hinkley (1974). Density values are estimated using a
kernel density estimate with the function density.
References
Cox and Hinkley (1974) Theoretical statistics. Chapman and
Hall.