[R] How to determine the quantile boundary from an ECDF?
Eik Vettorazzi
E.Vettorazzi at uke.uni-hamburg.de
Thu Feb 10 23:51:58 CET 2011
Hi Ivan,
are you looking for quantiles of "type 1"? See ?quantile
x<-rnorm(50)
ecdfx<-ecdf(x)
ecdfx(quantile(x,.95,type=1)) #so this is the lowest x having ecdf(x)>=.95
ecdfx(quantile(x,.95,type=1)-1e-10) #left from that point ecdf<.95
so actually it is right-continuous (because its an inverse of an left
continuous function).
hth.
Am 10.02.2011 22:50, schrieb Ivan Popivanov:
> Given a dataset x, the ecdf is ecdf(x). Then I can use ecdf(x)(y) to find
> the percentile of y. Given the ecdf is there a way to determine what is the
> value of y that is the boundary of let's say 95 percentile? In other words,
> is there a function I can call on the ecdf like:
>
> fomeFunc( ecdf( x ), 0.95 )
>
> Which will return the highest value of y, for which ecdf( y ) < 0.95?
>
> The only solution I can think of is to generate 100 quantiles using
> quantile, and lookup the value at index 95, but I have the feeling I am
> overlooking something much simpler. ;)
>
> Thanks in advance!
>
> [[alternative HTML version deleted]]
>
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--
Eik Vettorazzi
Institut für Medizinische Biometrie und Epidemiologie
Universitätsklinikum Hamburg-Eppendorf
Martinistr. 52
20246 Hamburg
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