# quantile.ewcdf

From spatstat v1.42-2
by Adrian Baddeley

##### 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, ..., 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.

##### 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).

##### Value

- Numeric vector of quantiles, of the same length as
`probs`

.

##### See Also

##### Examples

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

*Documentation reproduced from package spatstat, version 1.42-2, License: GPL (>= 2)*

### Community examples

Looks like there are no examples yet.