R help - Jan 2012 - Finding percentile of a value from an empirical distribution

Hello,

I am not sure how to do this in R. Any suggestion would be
appreciated. I have a vector of values from where I build an empirical
CDF. For example:
> x <- seq(1,100)
> x <- sample(x,1000,replace=T)
> quantile(x,probs=seq(0,1,.05))
    0%     5%    10%    15%    20%    25%    30%    35%    40%    45%
  50%    55%
  1.00   5.00  10.00  16.00  20.00  25.00  31.00  36.00  41.00  45.55
50.00  56.00
   60%    65%    70%    75%    80%    85%    90%    95%   100%
 60.00  65.00  70.00  74.00  80.00  85.00  91.00  95.05 100.00

I would like to write a function that takes in a number z and vector x
(i.e. the raw vector).It returns percentile of z wrt x. E.g.
> f(71,x)
Should return something around 0.708 or 0.709. I am wondering if there
is any pre-packaged functions that do this in R? If not, how can I
write such a function. Any suggestion would be appreciated.

Robert

Look at ?ecdf 

Michael

On Jan 10, 2012, at 11:52 PM, "Robert A'gata" <rhelpacc at
gmail.com> wrote:
> Hello,
> 
> I am not sure how to do this in R. Any suggestion would be
> appreciated. I have a vector of values from where I build an empirical
> CDF. For example:
> 
>> x <- seq(1,100)
>> x <- sample(x,1000,replace=T)
>> quantile(x,probs=seq(0,1,.05))
>    0%     5%    10%    15%    20%    25%    30%    35%    40%    45%
>  50%    55%
>  1.00   5.00  10.00  16.00  20.00  25.00  31.00  36.00  41.00  45.55
> 50.00  56.00
>   60%    65%    70%    75%    80%    85%    90%    95%   100%
> 60.00  65.00  70.00  74.00  80.00  85.00  91.00  95.05 100.00
> 
> I would like to write a function that takes in a number z and vector x
> (i.e. the raw vector).It returns percentile of z wrt x. E.g.
> 
>> f(71,x)
> 
> Should return something around 0.708 or 0.709. I am wondering if there
> is any pre-packaged functions that do this in R? If not, how can I
> write such a function. Any suggestion would be appreciated.
> 
> Robert
> 
> ______________________________________________
> 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.

Hi Robert,

Try

set.seed(123)
x <- seq(100)
x <- sample(x, 1000, replace = TRUE)
f <- ecdf(x)
f(10)
# [1] 0.099
f(71)
# [1] 0.716

See ?ecdf for more information.

HTH,
Jorge.-


On Tue, Jan 10, 2012 at 11:52 PM, Robert A'gata <> wrote:
> Hello,
>
> I am not sure how to do this in R. Any suggestion would be
> appreciated. I have a vector of values from where I build an empirical
> CDF. For example:
>
> > x <- seq(1,100)
> > x <- sample(x,1000,replace=T)
> > quantile(x,probs=seq(0,1,.05))
>    0%     5%    10%    15%    20%    25%    30%    35%    40%    45%
>  50%    55%
>  1.00   5.00  10.00  16.00  20.00  25.00  31.00  36.00  41.00  45.55
> 50.00  56.00
>   60%    65%    70%    75%    80%    85%    90%    95%   100%
>  60.00  65.00  70.00  74.00  80.00  85.00  91.00  95.05 100.00
>
> I would like to write a function that takes in a number z and vector x
> (i.e. the raw vector).It returns percentile of z wrt x. E.g.
>
> > f(71,x)
>
> Should return something around 0.708 or 0.709. I am wondering if there
> is any pre-packaged functions that do this in R? If not, how can I
> write such a function. Any suggestion would be appreciated.
>
> Robert
>
> ______________________________________________
> R-help@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.
>
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