[R] Percentile Estimation From Kernel Density Estimate

Jeffrey_Bromaghin at fws.gov Jeffrey_Bromaghin at fws.gov
Fri Jul 25 21:23:23 CEST 2008


Has anyone developed a defensible method of estimating percentiles from a
univariate kernel density estimate?  I am working on a problem in which the
density estimate is of interest, but I would also like to estimate the
value of the variable for which the distribution was, say, 0.20.  I spent
some time searching the archives and found some message from 2006 that
implied such a method was not available at that time.

Thanks!
*******************************************
Jeffrey F. Bromaghin, PhD.
U. S. Fish and Wildlife Service
Fisheries and Ecological Services
1011 E. Tudor Road, Mail Stop 331
Anchorage, Alaska 99503

jeffrey_bromaghin at fws.gov
PHONE:  907-786-3559
FAX:  907-786-3350



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