R/getQuantile.R

In mistral: Methods in Structural Reliability

## -----------------------------------------------------------------------------
## Fonction getQuantile
## -----------------------------------------------------------------------------
##    Copyright (C) 2013
##    Developpement : C. WALTER
##    CEA
## -----------------------------------------------------------------------------

getQuantile = function(data,alpha,failure=0) {
  
  data_sorted = sort(data);
  N = length(data)
  ind = (N-1)*alpha + 1
  y = data_sorted[floor(ind)] + (ind-floor(ind))*(data_sorted[floor(ind)+1]-data_sorted[floor(ind)])
  cat(" * y =",y,"\n")
  
  if(y<failure) {
    y <- failure;
    cat("   - y<",failure," => last subset & y = ",failure,"\n",sep="")
  }
  
  return(y)
}