QuantileCI {DescTools}  R Documentation 
Calculates the confidence interval for any quantile. Although bootstrapping might be a good approach for getting senisble confidence intervals there's sometimes need to have a nonparameteric alternative. This function offers one.
QuantileCI(x, probs=seq(0, 1, .25), conf.level = 0.95,
sides = c("two.sided", "left", "right"),
na.rm = FALSE, method = c("exact", "boot"), R = 999)
x 
a (nonempty) numeric vector of data values. 
probs 
numeric vector of probabilities with values in [0,1]. (Values up to 
conf.level 
confidence level of the interval 
sides 
a character string specifying the side of the confidence interval, must be one of 
na.rm 
logical. Should missing values be removed? Defaults to 
method 
defining the type of interval that should be calculated (one out of 
R 
The number of bootstrap replicates. Usually this will be a single positive integer. See

The "exact"
method corresponds to the way the confidence interval for the median is calculated in SAS.
The boot confidence interval type is calculated by means of boot.ci
with default type "basic"
.
if probs was of length 1 a numeric vector with 3 elements:
est 
est 
lwr.ci 
lower bound of the confidence interval 
upr.ci 
upper bound of the confidence interval 
or, if probs was a vector, a matrix with 3 columns consisting of estimate, lower ci, upper ci
est, lwr.ci, upr.ci
Andri Signorell <andri@signorell.net> based on code of W Huber on StackExchange
QuantileCI(d.pizza$price, probs=0.25, na.rm=TRUE)
QuantileCI(d.pizza$price, na.rm=TRUE)
QuantileCI(d.pizza$price, conf.level=0.99, na.rm=TRUE)
# multiple probs
QuantileCI(1:100, method="exact" , probs = c(0.25, 0.75, .80, 0.95))
QuantileCI(1:100, method="boot" , probs = c(0.25, 0.75, .80, 0.95))