[R] calculate quantiles of a custom function

Prof. Dr. Matthias Kohl Matthias.Kohl at stamats.de
Tue Jan 3 19:51:36 CET 2012


Dear Gerhard,

you could also use package "distr"; e.g.

library(distr)

## use generating function "AbscontDistribution"
D <- AbscontDistribution(d = function(x) dbeta(x, 2, 6) + dbeta(x,6,2), 
low = 0, up = 1, withStand = TRUE)

## quantiles
q(D)(seq(0,1,0.1))

Best
Matthias

On 03.01.2012 19:33, Albyn Jones wrote:
> What do quantiles mean here? If you have a mixture density, say
>
> myf <- function(x,p0) p0*dbeta(x,2,6) + (1-p0)*dbeta(x,6,2)
>
> then I know what quantiles mean. To find the Pth quantile use uniroot to
> solve for the x such that myf(x,p0) - P =0.
>
> albyn
>
> Quoting VictorDelgado <victor.maia at fjp.mg.gov.br>:
>
>>
>> Gerhard wrote
>>>
>>>
>>> Suppose I create a custom function, consisting of two
>>> beta-distributions:
>>>
>>> myfunction <- function(x) {
>>> dbeta(x,2,6) + dbeta(x,6,2)
>>> }
>>>
>>> How can I calculate the quantiles of myfunction?
>>>
>>> Thank you in advance,
>>>
>>> Gerhard
>>>
>>>
>>
>> Gehard, if do you want to know the quantiles of the new distribution
>> created
>> by "myfunction". Maybe you can also do:
>>
>> x <- seq(0,1,.01) # insert your 'x'
>> q <- myfunction(x)
>> # And:
>> quantile(x)
>>
>> 0% 25% 50% 75% 100%
>> 0.000000 1.476177 2.045389 2.581226 2.817425
>>
>> # This gives the sample quantiles. You can also look foward to
>> simulations
>> (like Bert Gunter had suggested) to know better the properties of
>> distributions quantiles obtained after 'myfunction'.
>>
>>
>>
>> -----
>> Victor Delgado
>> cedeplar.ufmg.br P.H.D. student
>> www.fjp.mg.gov.br reseacher
>> --
>> View this message in context:
>> http://r.789695.n4.nabble.com/calculate-quantiles-of-a-custom-function-tp4256887p4257551.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.

-- 
Prof. Dr. Matthias Kohl
www.stamats.de



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