"quantile"(x, probs = seq(0, 1, 0.25), names = TRUE, ..., warn = TRUE)
"density"
computed by a method for
density
probs
) to the result.
x
had to be renormalised because it
was computed in a restricted interval.
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
$F(x) >= p$.
quantile
,
quantile.ewcdf
,
quantile.im
,
CDF
.
dd <- density(runif(10))
quantile(dd)
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