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, ..., 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

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 1.42-2, License: GPL (>= 2)

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