[R] Confusion in 'quantile' and getting rolling estimation of sample quantiles

[Saji Ren]

sorry for bothering you again,
the problem solved. the command should be :

uprange=rollapply(zoo(x),width=10,FUN=function(x)quantile(x,0.8),align='right')


Gabor Grothendieck wrote:
> 
> There is no quantile method defined for zoo objects so it falls
> through to the default method but that method does not work for zoo
> objects.  Try this:
> 
> set.seed(123)
> rn <- rnorm(500)
> quantile(rn, 0.8)
> quantile(coredata(zoo(rn)), 0.8)
> 
> In the second question the error message tells you what the problem
> is.  FUN is supposed to be a function but a vector of numbers has been
> supplied rather than a function.  Try:
> 
> uprange=rollapply(x,width=10,FUN=function(x)quantile(x,0.8),align='right')
> 
> On Sat, Jan 16, 2010 at 10:08 PM, Saji Ren <saji.ren at gmail.com> wrote:
>>
>> Guys:
>>
>> 1).When I using the 'quantile' function, I get really confused. Here is
>> what
>> I met:
>>
>>> x<-zoo(rnorm(500,0,1))
>>> quantile(x,0.8)
>>     400
>> 1.060258
>>
>>> c=rnorm(500,0,1)
>>> quantile(c,0.8)
>>      80%
>> 0.9986075
>>
>> why do the results display different? Is that because of the different
>> type
>> of the class?
>>
>> 2).And I want to use the 'rollapply' function to compute a rolling
>> estimation of the sample quantile.
>> the command i used is below:
>>
>>> uprange=rollapply(x,width=10,FUN=quantile(x,0.8),align='right')
>> Here the 'x' is the one generated above in 1).
>> And the R told me:
>>
>> "mistakes in match.fun(FUN) :
>>  'quantile(x, 0.8)' is not a function, character or symbol"
>>
>> Can anyone help? Thank you in advanced.
>>
>>
>> -----
>> ------------------------------------------------------------------
>> Saji Ren
>> from Shanghai China
>> GoldenHeart Investment Group
>> ------------------------------------------------------------------
>> --
>> View this message in context:
>> http://n4.nabble.com/Confusion-in-quantile-and-getting-rolling-estimation-of-sample-quantiles-tp1015893p1015893.html
>> Sent from the R help mailing list archive at Nabble.com.
>>
>> ______________________________________________
>> R-help at r-project.org mailing list
>> https://stat.ethz.ch/mailman/listinfo/r-help
>> PLEASE do read the posting guide
>> http://www.R-project.org/posting-guide.html
>> and provide commented, minimal, self-contained, reproducible code.
>>
> 
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
> http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
> 
> 


-----
------------------------------------------------------------------
Saji Ren
from Shanghai China
GoldenHeart Investment Group
------------------------------------------------------------------
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Sent from the R help mailing list archive at Nabble.com.