[R] Empirical k-quantile function

Art U art.tem.us at gmail.com
Fri Feb 17 00:12:08 CET 2017


Hello,

Suppose I have one vector of values or even matrix of those vectors and I
want to calculate q_k(V/k), where V is the vector, k is a quantile and q_k
is empirical k-quantile function. Finally I want to calculate Q_k=min(1,
q_k) for k=(0,1).

Can you please help me with this code?
quantile function provides value

Basically I'm trying to reproduce results from paper "P-values for
High-Dimensional Regression", Meinshausen, Meier, Buhlmann.

Thank you in advance.
Art

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