R help - Feb 2011 - How to determine the quantile boundary from an ECDF?

Given a dataset x, the ecdf is ecdf(x). Then I can use ecdf(x)(y) to find
the percentile of y. Given the ecdf is there a way to determine what is the
value of y that is the boundary of let's say 95 percentile? In other words,
is there a function I can call on the ecdf like:

fomeFunc( ecdf( x ), 0.95 )

Which will return the highest value of y, for which ecdf( y ) < 0.95?

The only solution I can think of is to generate 100 quantiles using
quantile, and lookup the value at index 95, but I have the feeling I am
overlooking something much simpler. ;)

Thanks in advance!

	[[alternative HTML version deleted]]

Hi Ivan,
are you looking for quantiles of "type 1"? See ?quantile

x<-rnorm(50)
ecdfx<-ecdf(x)
ecdfx(quantile(x,.95,type=1)) #so this is the lowest x having ecdf(x)>=.95

ecdfx(quantile(x,.95,type=1)-1e-10) #left from that point ecdf<.95

so actually it is right-continuous (because its an inverse of an left
continuous function).

hth.

Am 10.02.2011 22:50, schrieb Ivan Popivanov:
> Given a dataset x, the ecdf is ecdf(x). Then I can use ecdf(x)(y) to find
> the percentile of y. Given the ecdf is there a way to determine what is the
> value of y that is the boundary of let's say 95 percentile? In other
words,
> is there a function I can call on the ecdf like:
> 
> fomeFunc( ecdf( x ), 0.95 )
> 
> Which will return the highest value of y, for which ecdf( y ) < 0.95?
> 
> The only solution I can think of is to generate 100 quantiles using
> quantile, and lookup the value at index 95, but I have the feeling I am
> overlooking something much simpler. ;)
> 
> Thanks in advance!
> 
> 	[[alternative HTML version deleted]]
> 
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide
http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

-- 
Eik Vettorazzi
Institut f?r Medizinische Biometrie und Epidemiologie
Universit?tsklinikum Hamburg-Eppendorf

Martinistr. 52
20246 Hamburg

T ++49/40/7410-58243
F ++49/40/7410-57790