sample_quantile_estimation: Estimate Quantiles within the Sample

In RESTK: An Implementation of the RESTK Algorithm

Estimate Quantiles within the Sample

Description

sample_quantile_estimation returns the estimated quantiles for the chosen probabilities from the input sample. This method uses the sample quantile method number 8 from the default quantile function.

Usage

sample_quantile_estimation(samp = NULL, probs = NULL, bootstrap_sims = NULL)

Arguments

samp	Sample of data to model
probs	Probabilities of interest to generate the max_k line
bootstrap_sims	Number of bootstrap simulations to estimate the quantiles

Value

Returns estimated quantiles for the chosen probabilities.

Examples

samp <- rnorm(1e3, mean = 100, sd = 10)
probs <- c(1-1e-1, 1-0.5e-1, 1-1e-2)
bootstrap_training_sims <- 100
estimated_quantiles <- sample_quantile_estimation(samp = samp,
                                                  probs = probs,
                                                  bootstrap_sims = bootstrap_training_sims)

RESTK documentation built on Aug. 23, 2023, 1:08 a.m.