quantileTPS: Sample Quantiles of Time-Persistent Statistics (TPS)

In simEd: Simulation Education

Sample Quantiles of Time-Persistent Statistics (TPS)

Description

Computes the sample quantiles of a time-persistent function, corresponding to the given probabilities.

Usage

quantileTPS(times = NULL, numbers = NULL, probs = c(0, 0.25, 0.5, 0.75, 1))

Arguments

times	A numeric vector of non-decreasing time observations
numbers	A numeric vector containing the values of the time-persistent statistic between the time observation
probs	A numeric vector of probabilities with values in [0,1]

Details

   The lengths of \code{times} and \code{numbers} either must be
the same, or \code{times} may have one more entry than \code{numbers}
(interval endpoints vs. interval counts).  The sample quantiles are calculated
by determining the length of time spent in each state, sorting these times,
then calculating the quantiles associated with the values in the \code{prob}
vector in the same fashion as one would calculate quantiles associated with
a univariate discrete probability distribution.

Value

a vector of the sample quantiles of the time-persistent function provided

Author(s)

Barry Lawson ([e-mail]),
Larry Leemis ([e-mail]),
Vadim Kudlay ([e-mail])

Examples

 times  <- c(1,2,3,4,5)
 counts <- c(1,2,1,1,2)
 meanTPS(times, counts)
 sdTPS(times, counts)
 quantileTPS(times, counts)

 output <- ssq(seed = 54321, maxTime = 100, saveNumInSystem = TRUE)
 utilization <- meanTPS(output$numInSystemT, output$numInSystemN)
 sdServerStatus <- sdTPS(output$numInSystemT, output$numInSystemN)
 quantileServerStatus <- quantileTPS(output$numInSystemT, output$numInSystemN)

 # compute and graphically display quantiles of number in system vs time
 output <- ssq(maxArrivals = 60, seed = 54321, saveAllStats = TRUE)
 quantileSys <- quantileTPS(output$numInSystemT, output$numInSystemN)
 plot(output$numInSystemT, output$numInSystemN, type = "s", bty = "l",
     las = 1, xlab = "time", ylab = "number in system")
 labels <- c("0%", "25%", "50%", "75%", "100%")
 mtext(text = labels, side = 4, at = quantileSys, las = 1, col = "red")
 abline(h = quantileSys, lty = "dashed", col = "red", lwd = 2)

simEd documentation built on Nov. 27, 2023, 1:07 a.m.