R: Confidence Interval for Any Quantile

QuantileCI {DescTools} | R Documentation

## Confidence Interval for Any Quantile

### Description

Calculates the confidence interval for any quantile. Although bootstrapping might be a good approach for getting senisble confidence intervals there's sometimes need to have a nonparameteric alternative. This function offers one.

### Usage

    QuantileCI(x, probs=seq(0, 1, .25), conf.level = 0.95,
               sides = c("two.sided", "left", "right"),
               na.rm = FALSE, method = c("exact", "boot"), R = 999)

### Arguments

`x` | a (non-empty) numeric vector of data values.
`probs` | numeric vector of probabilities with values in [0,1]. (Values up to `2e-14` outside that range are accepted and moved to the nearby endpoint.)
`conf.level` | confidence level of the interval
`sides` | a character string specifying the side of the confidence interval, must be one of `"two.sided"` (default), `"left"` or `"right"` (abbreviations allowed). `"left"` would be analogue to a `"greater"` hypothesis in a `t.test`.
`na.rm` | logical. Should missing values be removed? Defaults to `FALSE`.
`method` | defining the type of interval that should be calculated (one out of `"exact"`, `"boot"`). Default is `"exact"`. See Details.
`R` | The number of bootstrap replicates. Usually this will be a single positive integer. See `boot.ci` for details.

### Details

The `"exact"` method corresponds to the way the confidence interval for the median is calculated in SAS.
The boot confidence interval type is calculated by means of `boot.ci` with default type `"basic"`.

### Value

if probs was of length 1 a numeric vector with 3 elements:

`est` | est
`lwr.ci` | lower bound of the confidence interval
`upr.ci` | upper bound of the confidence interval

or, if probs was a vector, a matrix with 3 columns consisting of estimate, lower ci, upper ci `est, lwr.ci, upr.ci`

### Author(s)

Andri Signorell <andri@signorell.net> based on code of W Huber on StackExchange

### See Also

`Quantile`, `quantile`, `MedianCI`

### Examples

    QuantileCI(d.pizza$price, probs=0.25, na.rm=TRUE)

    QuantileCI(d.pizza$price, na.rm=TRUE)
    QuantileCI(d.pizza$price, conf.level=0.99, na.rm=TRUE)

[Package DescTools version 0.99.38 Index]