rvquantile: Componentwise Quantiles of Random Variables

View source: R/rvquantile_rvmedian.R View source: R/rvquantile.R

rvquantileR Documentation

Componentwise Quantiles of Random Variables

Description

Computes componentwise quantiles of random vectors or arrays.

Usage

rvquantile(x, ...)

## S3 method for class 'rv'
rvquantile(
  x,
  probs = c(0.025, 0.1, 0.25, 0.5, 0.75, 0.9, 0.975),
  ignoreInf = FALSE,
  ...
)

Arguments

x

an object

...

further arguments passed to quantile

probs

numeric vector of probabilities with values in [0,1]

ignoreInf

ignore infinite values

Details

rvquantile applies the quantile function to each column of sims(x).

rvmedian applies median to the each column of sims(x).

Value

A numeric vector of quantiles.

Author(s)

Jouni Kerman jouni@kerman.com

References

Kerman, J. and Gelman, A. (2007). Manipulating and Summarizing Posterior Simulations Using Random Variable Objects. Statistics and Computing 17:3, 235-244.

See also vignette("rv").

Examples


  x <- rvnorm(3)
  rvquantile(x)
  rvquantile(x, probs=c(0, 0.01, 0.99, 1))
  rvmedian(x)


rv documentation built on March 18, 2022, 5:55 p.m.