Quantiles of a Density Estimate
Given a kernel estimate of a probability density, compute quantiles.
## S3 method for class 'density'
quantile(x, probs = seq(0, 1, 0.25), names = TRUE,
..., warn = TRUE)x |
Object of class |
probs |
Numeric vector of probabilities for which the quantiles are required. |
names |
Logical value indicating whether to attach names (based on
|
... |
Ignored. |
warn |
Logical value indicating whether to issue a warning if the
density estimate |
This function calculates quantiles of the probability distribution
whose probability density has been estimated and stored in the object
x. The object x must belong to the class "density",
and would typically have been obtained from a call to the function
density.
The probability density is first normalised so that the total
probability is equal to 1. A warning is issued if the density
estimate was restricted to an interval (i.e. if x
was created by a call to density which
included either of the arguments from and to).
Next, the density estimate is numerically integrated to obtain an estimate of the cumulative distribution function F(x). Then for each desired probability p, the algorithm finds the corresponding quantile q.
The quantile q corresponding to probability p
satisfies F(q) = p up to
the resolution of the grid of values contained in x.
The quantile is computed from the right, that is,
q is the smallest available value of x such that
F(x) >= p.
A numeric vector containing the quantiles.
Adrian Baddeley Adrian.Baddeley@curtin.edu.au
Rolf Turner r.turner@auckland.ac.nz
and Ege Rubak rubak@math.aau.dk
dd <- density(runif(10)) quantile(dd)
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