[R] Finding percentile of a value from an empirical distribution

Robert A'gata rhelpacc at gmail.com
Wed Jan 11 05:52:19 CET 2012


Hello,

I am not sure how to do this in R. Any suggestion would be
appreciated. I have a vector of values from where I build an empirical
CDF. For example:

> x <- seq(1,100)
> x <- sample(x,1000,replace=T)
> quantile(x,probs=seq(0,1,.05))
    0%     5%    10%    15%    20%    25%    30%    35%    40%    45%
  50%    55%
  1.00   5.00  10.00  16.00  20.00  25.00  31.00  36.00  41.00  45.55
50.00  56.00
   60%    65%    70%    75%    80%    85%    90%    95%   100%
 60.00  65.00  70.00  74.00  80.00  85.00  91.00  95.05 100.00

I would like to write a function that takes in a number z and vector x
(i.e. the raw vector).It returns percentile of z wrt x. E.g.

> f(71,x)

Should return something around 0.708 or 0.709. I am wondering if there
is any pre-packaged functions that do this in R? If not, how can I
write such a function. Any suggestion would be appreciated.

Robert



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