quantile.expert {expert}R Documentation

Quantiles of the Expert Aggregated Distribution

Description

Quantile for objects of class "expert".

Usage

## S3 method for class 'expert':
quantile(x, probs = seq(0, 1, 0.25),
         smooth = FALSE, names = TRUE, ...)

Arguments

x an object of class "expert".
probs numeric vector of probabilities with values in [0, 1).
smooth logical; when TRUE and x is a step function, quantiles are linearly interpolated between knots.
names logical; if true, the result has a names attribute. Set to FALSE for speedup with many probs.
... further arguments passed to or from other methods.

Details

The quantiles are taken directly from the cumulative distribution function defined in x. Linear interpolation is available for step functions.

Value

A numeric vector, named if names is TRUE.

See Also

expert

Examples

x <- list(E1 <- list(A1 <- c(0.14, 0.22, 0.28),
                     A2 <- c(130000, 150000, 200000),
                     X <- c(350000, 400000, 525000)),
          E2 <- list(A1 <- c(0.2, 0.3, 0.4),
                     A2 <- c(165000, 205000, 250000),
                     X <- c(550000, 600000, 650000)),
          E3 <- list(A1 <- c(0.2, 0.4, 0.52),
                     A2 <- c(200000, 400000, 500000),
                     X <- c(625000, 700000, 800000)))
probs <- c(0.1, 0.5, 0.9)
true.seed <- c(0.27, 210000)
fit <- expert(x, "cooke", probs, true.seed, 0.03)
quantile(fit)                             # default probs
quantile(fit, probs = c(0.9, 0.95, 0.99)) # right tail

[Package expert version 1.0-0 Index]