[R] quantile from quantile table calculation without original data
@purd|e@@ @end|ng |rom gm@||@com
Sat Mar 6 08:09:41 CET 2021
I misread your example, this morning.
(I didn't read the code after the line that calls plot).
After looking at this problem again, interpolation doesn't apply, and
extrapolation would be a last resort.
If you can assume your data comes from a particular type of
distribution, such as a lognormal distribution, then a better approach
would be to find the most likely parameters.
This falls within the broader scope of maximum likelihood.
(Except that you're dealing with a table of quantile-probability
pairs, rather than raw observational data).
I suspect that there's a relatively easy way of finding the parameters.
I'll think about it...
But someone else may come back with an answer first...
On Sat, Mar 6, 2021 at 8:17 AM Abby Spurdle <spurdle.a using gmail.com> wrote:
> I note three problems with your data:
> (1) The name "percent" is misleading, perhaps you want "probability"?
> (2) There are straight (or near-straight) regions, each of which, is
> equally (or near-equally) spaced, which is not what I would expect in
> problems involving "quantiles".
> (3) Your plot (approximating the distribution function) is
> back-the-front (as per what is customary).
> On Fri, Mar 5, 2021 at 10:14 PM PIKAL Petr <petr.pikal using precheza.cz> wrote:
> > Dear all
> > I have table of quantiles, probably from lognormal distribution
> > dput(temp)
> > temp <- structure(list(size = c(1.6, 0.9466, 0.8062, 0.6477, 0.5069,
> > 0.3781, 0.3047, 0.2681, 0.1907), percent = c(0.01, 0.05, 0.1,
> > 0.25, 0.5, 0.75, 0.9, 0.95, 0.99)), .Names = c("size", "percent"
> > ), row.names = c(NA, -9L), class = "data.frame")
> > and I need to calculate quantile for size 0.1
> > plot(temp$size, temp$percent, pch=19, xlim=c(0,2))
> > ss <- approxfun(temp$size, temp$percent)
> > points((0:100)/50, ss((0:100)/50))
> > abline(v=.1)
> > If I had original data it would be quite easy with ecdf/quantile function but without it I am lost what function I could use for such task.
> > Please, give me some hint where to look.
> > Best regards
> > Petr
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