condquant: Quantiles of a Conditional Distribution

In plgraphics: User Oriented Plotting Functions

Quantiles of a Conditional Distribution

Description

Calculates quantiles of a conditional distribution, as well as corresponding random numbers. The condtion is simply to restrict the distribution (given by dist) to a range (given by x)

Usage

condquant(x, dist = "normal", mu = 0, sigma = 1, randomrange = 0.9)

Arguments

x	matrix with 2 columns or vector of length 2 giving the limits for the conditional distribution
dist	(unconditional) distribution. Currently, only normal (or gaussian), logistic and revgumbel (reverse-Gumbel, distribution of the logarithm of a Weibull variable) are implemented.
mu, sigma	locarion and scale parameter of the distribution
randomrange	random numbers from the conditional distribution are drawn for the inner 100*randomrange percent of the suitable p-range. This avoids random extreme outliers and points close to the limit of the intervals on which they are conditioned.

Value

Matrix consisting of a row for each row of x for which x[,1] differs from x[,2] and the following columns:

median	Median
lowq, uppq	lower and upper quartiles
random	random number according to the conditional distribution (one for each row)
prob	probability of the condition being true
index	(row) index of the corresponding entry in the input 'x'

Attribute distribution comprises the arguments dist, mu, sigma.

Author(s)

Werner A. Stahel, Seminar for Statistics, ETH Zurich

Examples

condquant(cbind(seq(-2,1),c(0,1,Inf,1)))

plgraphics documentation built on Oct. 19, 2023, 3 p.m.