R/qrq.R

qrq <-
function(s, a)
{
#computes linearized quantiles from rq data structure
#v is the rq structure e.g. rq(x,y)
#a is a vector of quantiles required
        if(min(a) < 0 | max(a) > 1) stop("alphas out of range [0,1]")
        r <- s$sol[1,  ]
        q <- s$sol[2,  ]
        q <- c(q[1], q)
        J <- length(r)
        r <- c(0, (r[1:J - 1] + r[2:J])/2, 1)
        u <- rep(0, length(a))
        for(k in 1:length(a)) {
                i <- sum(r < a[k])
                w <- (a[k] - r[i])/(r[i + 1] - r[i])
                u[k] <- w * q[i + 1] + (1 - w) * q[i]
        }
        u
}
musto101/wilcox_R documentation built on May 23, 2019, 10:52 a.m.