R help - Mar 2012 - percentile of a given value: is there a "reverse" quantile function?

Dear all,

I am familiar with obtaining the value corresponding to a chosen
probability via the quantile function.
Now I am facing the opposite problem I have a value an want to know it's
corresponding percentile in the distribution. So is there a function for
this as well?

Thank you for your support in advance, Felix

?ecdf

Best,
Stephan


On 03.03.2012 13:37, drflxms wrote:
> Dear all,
>
> I am familiar with obtaining the value corresponding to a chosen
> probability via the quantile function.
> Now I am facing the opposite problem I have a value an want to know
it's
> corresponding percentile in the distribution. So is there a function for
> this as well?
>
> Thank you for your support in advance, Felix
>
> ______________________________________________
> 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.
>

On Mar 3, 2012, at 13:37 , drflxms wrote:
> Dear all,
> 
> I am familiar with obtaining the value corresponding to a chosen
> probability via the quantile function.
> Now I am facing the opposite problem I have a value an want to know
it's
> corresponding percentile in the distribution. So is there a function for
> this as well?
For a single value, mean(x <= a) will do. Otherwise check ecdf().
> x <- rnorm(100)
> mean(x <= 2)
[1] 0.97
> ecdf(x)(2)
[1] 0.97
> ecdf(x)(-3:3)
[1] 0.00 0.01 0.14 0.48 0.80 0.97 1.00

if you need values for your original data points, rank(x)/length(x) should do
(bar missing value issues).
> 
> Thank you for your support in advance, Felix
> 
> ______________________________________________
> 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.
-- 
Peter Dalgaard, Professor,
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com

Hi Felix,

Have a look at ?pnorm and ?qnorm.

And at ?Distributions

Regards,
Pascal



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De?: drflxms <drflxms at googlemail.com>
??: r-help at r-project.org
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Envoy? le : Samedi 3 mars 2012 21h37
Objet?: [R] percentile of a given value: is there a "reverse" quantile
function?

Dear all,

I am familiar with obtaining the value corresponding to a chosen
probability via the quantile function.
Now I am facing the opposite problem I have a value an want to know it's
corresponding percentile in the distribution. So is there a function for
this as well?

Thank you for your support in advance, Felix

______________________________________________
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.