[R] is there a function to find the quantile of the mean of a vector?

[J. R. M. Hosking]

David LeBauer wrote:
> Jorge,
> 
> Thanks for your help. which.min() on the sorted vector divided by the
> vector length gave me the value I was looking for (I was looking for
> the probability p(mean(x) | x)):
> 
>> x <- runif(1000)
>> x.sort <- sort(x)
>> x.length <- length(x)
>> x.mean <- mean(x)
>> p.mean <- which.min((x.sort - x.mean)^2) / x.length
> 
> Another user pointed out a function suited for this purpose, findInterval()
> 
>> p.mean <- findInterval(x.mean, xsort) / x.length
> 
> Thanks for your help,
> 
> David

No need to sort:

   x <- runif(1000)
   p.mean <- mean(x <= mean(x))


J. R. M. Hosking



> 
> On Thu, Jun 17, 2010 at 10:15 PM, Jorge Ivan Velez
> <jorgeivanvelez at gmail.com> wrote:
>> Hi David,
>> You might try:
>>> set.seed(1)
>>> x <- runif(10, 3, 7)
>>> x
>>  [1] 4.062035 4.488496 5.291413 6.632831 3.806728 6.593559 6.778701 5.643191
>> 5.516456 3.247145
>>> (x-mean(x))^2
>>  [1] 1.308783661 0.514892188 0.007285983 2.035688832 1.958118177 1.925165288
>> 2.473214156
>>  [8] 0.191087609 0.096348590 3.837329960
>>> which.min((x-mean(x))^2)
>> [1] 3
>>> x[which.min((x-mean(x))^2)]
>> [1] 5.291413
>>> which.min(scale(x, scale = FALSE)**2)
>> [1] 3
>> See ?which.min and ?scale for more information.
>> HTH,
>> Jorge
>>
>> On Thu, Jun 17, 2010 at 7:06 PM, David LeBauer <> wrote:
>>> Hello,
>>>
>>> I am interested in finding the quantile of the mean of a vector,
>>> something analogous to using the pnorm(), but for an mcmc chain
>>> instead of a distribution with known parameters.
>>>
>>> One approach would be to write a function that finds the index of x_i
>>> that minimizes (x-mean(x))^2
>>>
>>> I suspect there is a function available to do this, but I can't find it?
>>>
>>> Thank you,
>>>
>>> David
>>>
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>>> PLEASE do read the posting guide
>>> http://www.R-project.org/posting-guide.html
>>> and provide commented, minimal, self-contained, reproducible code.
>>
> 
> 
>