Hi Ivan,
are you looking for quantiles of type 1? See ?quantile
x-rnorm(50)
ecdfx-ecdf(x)
ecdfx(quantile(x,.95,type=1)) #so this is the lowest x having ecdf(x)=.95
ecdfx(quantile(x,.95,type=1)-1e-10) #left from that point ecdf.95
so actually it is right-continuous (because its an inverse of an left
continuous function).
hth.
Am 10.02.2011 22:50, schrieb Ivan Popivanov:
Given a dataset x, the ecdf is ecdf(x). Then I can use ecdf(x)(y) to find
the percentile of y. Given the ecdf is there a way to determine what is the
value of y that is the boundary of let's say 95 percentile? In other words,
is there a function I can call on the ecdf like:
fomeFunc( ecdf( x ), 0.95 )
Which will return the highest value of y, for which ecdf( y ) 0.95?
The only solution I can think of is to generate 100 quantiles using
quantile, and lookup the value at index 95, but I have the feeling I am
overlooking something much simpler. ;)
Thanks in advance!
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