qdegross {degross} R Documentation

## Quantile function based on an object resulting from the estimation procedure in degross.

### Description

Quantile function based on an object resulting from the estimation procedure in degross.

### Usage

qdegross(p, degross.fit, phi, get.se=FALSE, cred.level=.95, eps=1e-4)


 p Scalar or vector of probabilities in (0,1) indicating the requested fitted quantiles Q(p) based on the density estimation results in degross.fit. degross.fit A degross.object generated using degross and containing the density estimation results. phi (Optional) vector of spline parameters for the log density (default: degross.fit$phi if missing). get.se Logical indicating if standard errors for Q(p) are requested (default: FALSE). cred.level Level of credible intervals for Q(p). eps Precision with which each quantile should be computed (default: 1e-4). ### Value A scalar or vector x of the same length as p containing the values Q(p) at which the cdf pdegross(x,degross.fit) is equal to p. When get.se is TRUE, a vector or a matrix containing the quantile estimate(s), standard errors and credible interval limits for Q(p) is provided. ### Author(s) Philippe Lambert p.lambert@uliege.be ### References Lambert, P. (2021) Moment-based density and risk estimation from grouped summary statistics. arXiv:2107.03883. ### See Also degross.object, ddegross, pdegross, degross. ### Examples ## Generate grouped data sim = simDegrossData(n=3500, plotting=TRUE, choice=2) ## Create a degrossData object obj.data = degrossData(Big.bins=sim$Big.bins, freq.j=sim$freq.j, m.j=sim$m.j)
print(obj.data)

## Estimate the density
obj.fit = degross(obj.data)

## Corresponding fitted quantiles
p = c(.01,.05,seq(.1,.9,by=.1),.95,.99) ## Desired probabilities
Q.p = qdegross(p,obj.fit) ## Compute the desired quantiles
print(Q.p) ## Estimated quantiles

## Compute the standard error and a 90% credible interval for the 60% quantile
Q.60 = qdegross(.60,obj.fit,get.se=TRUE,cred.level=.90) ## Compute the desired quantile
print(Q.60) ## Estimated quantile, standard error and credible interval



[Package degross version 0.9.0 Index]