quantile.expert: Quantiles of the Expert Aggregated Distribution

Description

Quantile for objects of class "expert".

Usage

"quantile"(x, probs = seq(0, 1, 0.25), smooth = FALSE, names = TRUE, ...)

Arguments

an object of class "expert".

probs

numeric vector of probabilities with values in $[0, 1)$.

smooth

logical; when TRUE and x is a step function, quantiles are linearly interpolated between knots.

names

logical; if true, the result has a names attribute. Set to FALSE for speedup with many probs.

...

further arguments passed to or from other methods.

Value

A numeric vector, named if names is TRUE.

Details

The quantiles are taken directly from the cumulative distribution function defined in x. Linear interpolation is available for step functions.

Examples

Run this code

x <- list(E1 <- list(A1 <- c(0.14, 0.22, 0.28),
                     A2 <- c(130000, 150000, 200000),
                     X <- c(350000, 400000, 525000)),
          E2 <- list(A1 <- c(0.2, 0.3, 0.4),
                     A2 <- c(165000, 205000, 250000),
                     X <- c(550000, 600000, 650000)),
          E3 <- list(A1 <- c(0.2, 0.4, 0.52),
                     A2 <- c(200000, 400000, 500000),
                     X <- c(625000, 700000, 800000)))
probs <- c(0.1, 0.5, 0.9)
true.seed <- c(0.27, 210000)
fit <- expert(x, "cooke", probs, true.seed, 0.03)
quantile(fit)                             # default probs
quantile(fit, probs = c(0.9, 0.95, 0.99)) # right tail