| quantile.grouped.data {actuar} | R Documentation |
Sample quantiles corresponding to the given probabilities for objects
of class "grouped.data".
## S3 method for class 'grouped.data':
quantile(x, probs = seq(0, 1, 0.25),
names = TRUE, ...)
x |
an object of class "grouped.data". |
probs |
numeric vector of probabilities with values in [0, 1]. |
names |
logical; if true, the result has a names
attribute. Set to FALSE for speedup with many probs. |
... |
further arguments passed to or from other methods. |
The quantile function is the inverse of the ogive, that is a linear interpolation of the empirical quantile function.
The equation of the quantile function is
x = (c[j] (Fn(c[j-1]) - q) + c[j-1] (q - Fn(c[j])))/(Fn(c[j]) - Fn(c[j-1]))
for 0 <= q <= 1 and where c[0], ..., c[r] are the r + 1 group boundaries and Fn is the empirical distribution function of the sample.
A numeric vector, named if names is TRUE.
Vincent Goulet vincent.goulet@act.ulaval.ca
ogive for the smoothed empirical distribution of which
quantile.grouped.data is an inverse;
grouped.data to create grouped data objects.
data(gdental) quantile(gdental) Fn <- ogive(gdental) Fn(quantile(gdental)) # inverse function