elevenprobs {FatTailsR} | R Documentation |
Eleven, Seven, Five Probabilities
Description
Extract from a dataset X
a vector of 11, 7 or 5 probabilities:
-
c(p1, p2, p3, 0.25, 0.35, 0.50, 0.65, 0.75, 1-p3, 1-p2, 1-p1)
-
c(p1, p2, 0.25, 0.50, 0.75, 1-p2, 1-p1)
-
c(p1, 0.25, 0.50, 0.75, 1-p1)
where p1, p2 and p3 are the most extreme probabilities with values finishing
by ..01
, ..025
or ..05
that can be extracted from the
dataset X
. Parameters names are displayed if parnames = TRUE
.
From version 1.8-0, p1 and 1-p1 can be associated to the i-th and (N-i)-th element.
Usage
elevenprobs(X, parnames = FALSE)
sevenprobs(X, parnames = FALSE)
fiveprobs(X, i = 4, parnames = FALSE)
Arguments
X |
numeric. Vector of quantiles. |
parnames |
boolean. Output parameter vector with or without names. |
i |
integer. The i-th and (N-i)-th elements for which the
probabilities p1 and 1-p1 are calculated. If (i == 0), the
method used before version 1.8-0 : the extreme finishing
by |
See Also
Examples
require(timeSeries)
## DS
DS <- getDSdata()
for (j in 1:16) { print(round(elevenprobs(DS[[j]]), 6)) }
z <- cbind(t(sapply(DS, elevenprobs)), sapply(DS, length))
colnames(z) <- c("p1","p2","p3","p.25","p.35","p.50","p.65","p.75","1-p3","1-p2","1-p1","length")
z
## Choose j in 1:16
j <- 1
X <- sort(DS[[j]])
leX <- logit(eX <- elevenprobs(X))
lpX <- logit(ppoints(length(X), a = 0))
plot(X, lpX)
abline(h = leX, lty = 3)
mtext(eX, side = 4, at = leX, las = 1, line = -3.3)