checkquantiles: Check Quantiles and Probabilities

In FatTailsR: Kiener Distributions and Fat Tails in Finance

Description

Check that quantiles (or probabilities) are all different from each other and correctly ordered. If proba = TRUE, check that values are in range (0, 1).

Usage

checkquantiles(x, proba = FALSE, acceptNA = FALSE, STOP = TRUE)

Arguments

x	vector of quantiles.
proba	boolean. If TRUE, check range (0,1).
acceptNA	boolean. If FALSE, NA value are not accepted.
STOP	boolean. If an error is encountered, TRUE stops the function and returns an error message. FALSE just returns FALSE.

Examples

    

lst <- list(
  0.8,
  c(0.1, 0.5, 0.8),
  c(0.1, 0.5, 0.8, 0.2),
  c(2, 3, 1),
  c(2, 3),
  -0.01,
  NA,
  c(NA, NA),
  c(0.1, NA),
  c(0.1, NA, 0.5, 0.8),
  c(0.1, NA, 0.8, NA, 0.5),
  c(12, NA)
)

## Evaluate
for (i in seq_along(lst)) { 
  cat(i, lst[[i]], " : ",
      checkquantiles(lst[[i]], proba = FALSE, STOP = FALSE), 
      checkquantiles(lst[[i]], proba = TRUE, STOP = FALSE), 
      checkquantiles(lst[[i]], proba = FALSE, acceptNA = TRUE, STOP = FALSE), 
      checkquantiles(lst[[i]], proba = TRUE,  acceptNA = TRUE, STOP = FALSE), 
	     "\n") 
}

sapply(lst, checkquantiles, proba = TRUE, acceptNA = TRUE, STOP = FALSE)

## Not run: 
checkquantiles(matrix((1:12)/16, ncol=3), proba = TRUE, STOP = FALSE)
## End(Not run)

FatTailsR documentation built on March 12, 2021, 9:06 a.m.