[R] calculate quantiles of a custom function

Duncan Murdoch murdoch.duncan at gmail.com
Tue Jan 3 19:50:37 CET 2012


On 03/01/2012 1:33 PM, Albyn Jones wrote:
> What do quantiles mean here?  If you have a mixture density, say
>
>      myf<- function(x,p0) p0*dbeta(x,2,6) + (1-p0)*dbeta(x,6,2)
>
> then I know what quantiles mean.  To find the Pth quantile use uniroot
> to solve for the x such that myf(x,p0) - P =0.

You would want to integrate first...

Duncan Murdoch

> albyn
>
> Quoting VictorDelgado<victor.maia at fjp.mg.gov.br>:
>
> >
> >  Gerhard wrote
> >>
> >>
> >>  Suppose I create a custom function, consisting of two beta-distributions:
> >>
> >>  myfunction<- function(x) {
> >>    dbeta(x,2,6) + dbeta(x,6,2)
> >>  }
> >>
> >>  How can I calculate the quantiles of myfunction?
> >>
> >>  Thank you in advance,
> >>
> >>  Gerhard
> >>
> >>
> >
> >  Gehard, if do you want to know the quantiles of the new distribution created
> >  by "myfunction". Maybe you can also do:
> >
> >  x<- seq(0,1,.01) # insert your 'x'
> >  q<- myfunction(x)
> >  # And:
> >  quantile(x)
> >
> >        0%      25%      50%      75%     100%
> >  0.000000 1.476177 2.045389 2.581226 2.817425
> >
> >  # This gives the sample quantiles. You can also look foward to simulations
> >  (like Bert Gunter had suggested) to know better the properties of
> >  distributions quantiles obtained after 'myfunction'.
> >
> >
> >
> >  -----
> >  Victor Delgado
> >  cedeplar.ufmg.br P.H.D. student
> >  www.fjp.mg.gov.br reseacher
> >  --
> >  View this message in context:
> >  http://r.789695.n4.nabble.com/calculate-quantiles-of-a-custom-function-tp4256887p4257551.html
> >  Sent from the R help mailing list archive at Nabble.com.
> >
> >  ______________________________________________
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> >  https://stat.ethz.ch/mailman/listinfo/r-help
> >  PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> >  and provide commented, minimal, self-contained, reproducible code.
> >
> >
>
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