rvquantile {rv}R Documentation

Componentwise Quantiles of Random Variables

Description

Computes componentwise quantiles of random vectors or arrays.

Usage

  rvquantile(x, ...)
  ## S3 method for class 'rv':
  rvquantile(x, probs=c(0.025, 0.10, 0.25, 0.50, 0.75, 0.90, 0.975), ignoreInf=FALSE, ...)
  ## S3 method for class 'rvsummary':
  rvquantile(x, probs=c(0.025, 0.10, 0.25, 0.50, 0.75, 0.90, 0.975), ...)
  rvmedian(x)

Arguments

x an object
probs numeric vector of probabilities with values in [0,1]
ignoreInf ignore infinite values
... further arguments passed to quantile

Details

rvquantile applies the quantile function to each column of sims(x).

rvmedian applies median to the each column of sims(x).

Value

A numeric vector of quantiles.

Author(s)

Jouni Kerman jouni@kerman.com

References

Kerman, J. and Gelman, A. (2007). Manipulating and Summarizing Posterior Simulations Using Random Variable Objects. Statistics and Computing 17:3, 235-244.

See also vignette("rv").

Examples

  x <- rvnorm(3)
  rvquantile(x)
  rvquantile(x, probs=c(0, 0.01, 0.99, 1))
  rvmedian(x)

[Package rv version 1.0 Index]