quantile.ewcdf

0th

Percentile

Quantiles of Weighted Empirical Cumulative Distribution Function

Compute quantiles of a weighted empirical cumulative distribution function.

Keywords
spatial, nonparametric
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.
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.

Value

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

See Also

ewcdf, quantile

Aliases
  • quantile.ewcdf
Examples
z <- rnorm(50)
  w <- runif(50)
  Fun <- ewcdf(z, w)
  quantile(Fun, c(0.95,0.99))
Documentation reproduced from package spatstat, version 1.37-0, License: GPL (>= 2)

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