quantilesLogConDens {logcondens} | R Documentation |
Function to compute Quantiles of Fhat
Description
Function to compute -quantile of
where is the log-concave density estimator, typically computed via
logConDens
and runs through the vector
ps
.
The formula to compute a quantile at for
is:
where is described in
qloglin
.
Usage
quantilesLogConDens(ps, res)
Arguments
ps |
Vector of real numbers where quantiles should be computed. |
res |
An object of class |
Value
Returns a data.frame with row where
and
runs through
ps
.
Author(s)
Kaspar Rufibach, kaspar.rufibach@gmail.com,
http://www.kasparrufibach.ch
Lutz Duembgen, duembgen@stat.unibe.ch,
https://www.imsv.unibe.ch/about_us/staff/prof_dr_duembgen_lutz/index_eng.html
Examples
## estimate gamma density
set.seed(1977)
x <- rgamma(200, 2, 1)
res <- logConDens(x, smoothed = FALSE, print = FALSE)
## compute 0.95 quantile of Fhat
q <- quantilesLogConDens(0.95, res)[, "quantile"]
plot(res, which = "CDF", legend.pos = "none")
abline(h = 0.95, lty = 3); abline(v = q, lty = 3)
[Package logcondens version 2.1.8 Index]