[R] standard error for quantile
gunter.berton at gene.com
Tue Oct 30 15:37:24 CET 2012
1. Not an R question.
2. You want the distribution of order statistics. Search on that. It's
On Tue, Oct 30, 2012 at 6:46 AM, PIKAL Petr <petr.pikal at precheza.cz> wrote:
> Dear all
> I have a question about quantiles standard error, partly practical
> partly theoretical. I know that
> x<-rlnorm(100000, log(200), log(2))
> quantile(x, c(.10,.5,.99))
> computes quantiles but I would like to know if there is any function to
> find standard error (or any dispersion measure) of these estimated
> And here is a theoretical one. I feel that when I compute median from
> given set of values it will have lower standard error then 0.1 quantile
> computed from the same set of values.
> Is it true? If yes can you point me to some reasoning?
> Thanks for all answers.
> I found mcmcse package which shall compute the standard error but which
> I could not make to work probably because I do not have recent R-devel
> version installed
> Error in eval(expr, envir, enclos) :
> could not find function ".getNamespace"
> Error : unable to load R code in package 'mcmcse'
> Error: package/namespace load failed for 'mcmcse'
> Maybe I will also something find in quantreg package, but I did not
> went through it yet.
> R-help at r-project.org mailing list
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.
Genentech Nonclinical Biostatistics
Internal Contact Info:
More information about the R-help