R: Quantiles of Weighted Empirical Cumulative Distribution...

quantile.ewcdf {spatstat}

R Documentation

Quantiles of Weighted Empirical Cumulative Distribution Function

Compute quantiles of a weighted empirical cumulative distribution function.

  ## S3 method for class 'ewcdf'
quantile(x, probs = seq(0, 1, 0.25), names = TRUE, ...)

`x`	A weighted empirical cumulative distribution function (object of class `"ewcdf"`, produced by `ewcdf`) for which the quantiles are desired.
`probs`	probabilities for which the quantiles are desired. A numeric vector of values between 0 and 1.
`names`	Logical. If `TRUE`, the resulting vector of quantiles is annotated with names corresponding to `probs`.
`...`	Ignored.

This is a method for the generic quantile function for the class ewcdf of empirical weighted cumulative distribution functions.

The quantile for a probability p is computed as the right-continuous inverse of the cumulative distribution function.

Numeric vector of quantiles, of the same length as probs.

  z <- rnorm(50)
  w <- runif(50)
  Fun <- ewcdf(z, w)
  quantile(Fun, c(0.95,0.99))

[Package spatstat version 1.38-1 Index]