This is close: require(Hmisc); ?xYplot and see method='quantile'
Frank
Ben qant wrote:>
> Hello,
>
> I have two data frames. One is my dependent variable and the other is my
> independent variable. For each row I'd like to split the independent
> variable into fractiles (25 or more) and calculate the average value of
> the
> dependent variable. Then I would like to plot the average of the averages
> for each row for each fractile. If possible, I'd like to have the
option
> to
> 1) define the fractiles independently for each row, and 2) define the
> fractiles based off the independent variable data frame as a whole at the
> start and keep it fixed.
>
> Anyway, is there a pacakge/function in R that does something like this so
> I
> don't have to reinvent the wheel? If not, any help on how to do this
> efficiently in R would be great.
>
> Here is a super simple example using 3 fractiles:
>
> independent data frame:
> item1 item2 item3
> 1 18 15 16
> 2 12 12 17
> 3 20 13 18
>
> dependent data frame:
> item1 item2 item3
> 1 3 1 6
> 2 2 2 7
> 3 1 3 8
>
> fractiles by row by item: (done with independent data frame, redefining
> fractiles each row)
> fractiles: 1 2 3
> row 1 item2 item3 item1 (because 15 < 16 < 18)
> row 2 item1,item2 [none] item3 (because 12 < 17 ... or however
> ties
> are handled is fine)
> row 3 item2 item3 item1 (because 13 < 18 < 20)
>
> Note: in the above fractiles there would almost always be more than one
> item
> in each fractile if this example wasn't so simple...
>
> dependent variable averages by row by fractile:
> fractiles: 1 2 3
> row 1 1 6 3
> row 2 2 [none] 7
> row 3 3 8 1
>
> Note: obviously this example is so simple there aren't actual averages
> because there aren't enough items for each fractile, but I hope you get
> the
> point.
>
> So then the averages of the fractiles would be:
> fractiles: 1 2 3
> dependent data avg: 2 7 3.67
>
> Then I would like to plot a histogram of the fractile averages directly
> above.
>
> Thanks!
>
> [[alternative HTML version deleted]]
>
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>
-----
Frank Harrell
Department of Biostatistics, Vanderbilt University
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