quantileSE {broman} | R Documentation |
Calculate sample quantiles and their estimated standard errors.
quantileSE(x, p = 0.95, bw = NULL, na.rm = TRUE, names = TRUE)
x |
Numeric vector whose sample quantiles are wanted. |
p |
Numeric vector with values in the interval [0,1] |
bw |
Bandwidth to use in the density estimation. |
na.rm |
Logical; if true, and |
names |
Logical; if true, the column names of the result is set to
the values in |
The sample quantiles are calculated with the function
stats::quantile()
.
Standard errors are obtained by the asymptotic approximation described
in Cox and Hinkley (1974). Density values are estimated using a
kernel density estimate with the function stats::density()
.
A matrix of size 2 x length(p)
. The first row contains the
estimated quantiles; the second row contains the corresponding
estimated standard errors.
stats::quantile()
, stats::density()
quantileSE(rchisq(1000,4), c(0.9,0.95))