R: Quantiles of Weighted Empirical Cumulative Distribution...

quantile.ewcdf {spatstat} | R Documentation

## Quantiles of Weighted Empirical Cumulative Distribution Function

### Description

Compute quantiles of a weighted empirical cumulative distribution function.

### Usage

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

### Arguments

`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.
`normalise` | Logical value indicating whether `x` should first be normalised so that it ranges between 0 and 1.
`type` | Integer specifying the type of quantile to be calculated, as explained in `quantile.default`. Only types 1 and 2 are currently implemented.

### Details

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 `x` (assuming `type=1`, the default).

If `normalise=TRUE` (the default), the weighted cumulative function `x` is first normalised to have total mass `1` so that it can be interpreted as a cumulative probability distribution function.

### Value

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

### Author(s)

Adrian Baddeley Adrian.Baddeley@curtin.edu.au, Rolf Turner r.turner@auckland.ac.nz and Ege Rubak rubak@math.aau.dk and Kevin Ummel.

### See Also

`ewcdf`, `quantile`

### Examples

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

[Package spatstat version 1.63-3 Index]