R/qlaplace.r

In joemckean/mathstat: Introduction to Mathematical Statistics R Package

#' @title Laplace Quantiles
#'
#' @description The function qlaplace returns the quantiles for
#' the standard Laplace distribution which is discussed on page
#' 77 of the text.   Quantiles for this distribution are
#' discussed on page 260, Example 4.4.6.
#'
#' @param ps a vector of floating point numbers between 0 and 1, of probabilites.
#'
#' @return returns a vector of quantiles for standard laplace distribution.
#'
#' @examples ps <- c(0.22, 0.93, 0.28)
#' qlaplace(ps)
#' ## [1] -0.8209806  1.9661129 -0.5798185
#' ps <- .9750
#' qlaplace(ps)
#' ## [1] 2.995732
#'
#' @references Hogg, R. McKean, J. Craig, A. (2018) Introduction to
#' Mathematical Statistics, 8th Ed. Boston: Pearson.
#'
#' @details the mathmatical function that the entrys go through are:
#' # f(x) =  log(2 * x), OR
#' #       -log(2 * (1 - x))
#'
#' @export qlaplace
#'

qlaplace <- function(ps) {
  # checking argument
  errors <- makeAssertCollection()
  # argument 1 ps
  errors$push(is_numvector(ps, 1))
  errors$push(is_vecinrange(ps, 1, 0, 1))
  errors$push(has_nonan(ps, 1))
  reportAssertions(errors)
  # function starts
  arps <- order(ps)
  rpd <- rank(ps,ties.method = c("first"))
  ps <- ps[arps]
  low <- ps[ps < 0.5]
  high <- ps[ps >= 0.5]
  lowq <- log(2 * low)
  highq <- -log(2 * (1 - high))
  qlaplace <- c(lowq, highq)
  qlaplace <- qlaplace[rpd]
  return(qlaplace)
}