quantile {stats} | R Documentation |
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.
quantile(x, ...) ## Default S3 method: quantile(x, probs = seq(0, 1, 0.25), na.rm = FALSE, names = TRUE, ...)
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. |
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.
Becker, R. A., Chambers, J. M. and Wilks, A. R. (1988) The New S Language. Wadsworth & Brooks/Cole.
ecdf
(in the stats package) for
empirical distributions of which quantile
is the
“inverse”;
boxplot.stats
and fivenum
for computing
“versions” of quartiles, etc.
quantile(x <- rnorm(1001))# Extremes & Quartiles by default quantile(x, probs=c(.1,.5,1,2,5,10,50, NA)/100)