quant {BayesValidate} | R Documentation |
quant
inputs a vector and returns the empirical quantile of the first
argument in the vector with respect to all entries in the vector. Used as
part of the function validate for Bayesian software validation, this function
is used to calculate the empirical quantile of a "true" parameter value with
respect to a collection of posterior draws of that parameter.
quant(draws)
draws |
Vector of parameter draws, with entry of interest, i.e., the value whose quantile is being calculated, at the beginning. |
Calculates the rank of the first entry of the vector with respect to all other entries, subtracts .5, and divides by the length of the vector.
The empirical quantile of the first entry of the vector, a scalar between 0 and 1.
Samantha Cook cook@stat.columbia.edu
set.seed(314) x<-rnorm(1000) quant(x)