sample.quantile: Sample Quantiles

In LearningStats: Elemental Descriptive and Inferential Statistics

Description

sample.quantile computes a estimation of different quantiles, given a sample x, using order statistics.

Usage

sample.quantile(x, tau)

Arguments

x	a numeric vector containing the sample.
tau	the quantile(s) of interest, that must be a number(s) in (0,1).

Details

A quantile tau determines the proportion of values in a distribution are above or below a certain limit. For instance, given tau a number between 0 and 1, the tau-quantile splits the sample into tow parts with probabilities tau and (1-tau), respectively.

One possible way to calculate the quantile tau would be to ordering the sample and taking as the quantile the smallest data in the sample (first of the ordered sample) whose cumulative relative frequency is greater than tau. If there is a point in the sample with a cumulative relative frequency equal to tau, then the sample quantile will be calculated as the mean between that point and the next one of the ordered sample.

Value

A number or a numeric vector of tau-quantile(s).

A numerical value or vector corresponding with the requested sample quantiles.

Examples

x=rnorm(20)
sample.quantile(x,tau=0.5)
sample.quantile(x,tau=c(0.25,0.5,0.75))

LearningStats documentation built on April 21, 2021, 9:06 a.m.