Quantiles of Weighted Empirical Cumulative Distribution Function
Compute quantiles of a weighted empirical cumulative distribution function.
## S3 method for class 'ewcdf': quantile(x, probs = seq(0, 1, 0.25), names = TRUE, ..., type=1)
- A weighted empirical cumulative distribution function
(object of class
"ewcdf", produced by
ewcdf) for which the quantiles are desired.
- probabilities for which the quantiles are desired. A numeric vector of values between 0 and 1.
- Logical. If
TRUE, the resulting vector of quantiles is annotated with names corresponding to
- Integer specifying the type of quantile to be calculated,
as explained in
quantile.default. Only types 1 and 2 are currently implemented.
This is a method for the generic
function for the class
ewcdf of empirical weighted cumulative
The quantile for a probability
p is computed
as the right-continuous inverse of the cumulative
distribution function (assuming
type=1, the default).
- Numeric vector of quantiles, of the same length as
z <- rnorm(50) w <- runif(50) Fun <- ewcdf(z, w) quantile(Fun, c(0.95,0.99))