quantile {stats}R Documentation

Sample Quantiles

Description

The generic function quantile produces sample quantiles corresponding to the given probabilities. The smallest observation corresponds to a probability of 0 and the largest to a probability of 1.

Usage

quantile(x, ...)

## Default S3 method:
quantile(x, probs = seq(0, 1, 0.25), na.rm = FALSE,
         names = TRUE, ...)

Arguments

x numeric vectors whose sample quantiles are wanted.
probs numeric vector with values in [0,1].
na.rm logical; if true, any NA and NaN's are removed from x before the quantiles are computed.
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.

Details

A vector of length length(probs) is returned; if names = TRUE, it has a names attribute.

quantile(x,p) as a function of p linearly interpolates the points ( (i-1)/(n-1), ox[i] ), where ox <- sort(x) and n <- length(x).

This gives quantile(x, p) == (1-f)*ox[i] + f*ox[i+1], where r <- 1 + (n-1)*p, i <- floor(r), f <- r - i and ox[n+1] := ox[n].

NA and NaN values in probs are propagated to the result.

References

Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988) The New S Language. Wadsworth & Brooks/Cole.

See Also

ecdf (in the stats package) for empirical distributions of which quantile is the “inverse”; boxplot.stats and fivenum for computing “versions” of quartiles, etc.

Examples

quantile(x <- rnorm(1001))# Extremes & Quartiles by default
quantile(x,  probs=c(.1,.5,1,2,5,10,50, NA)/100)

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