On May 25, 2011, at 5:50 PM, Dennis Murphy wrote:
Hi:
On Wed, May 25, 2011 at 12:42 PM, rudi <rudi.stras...@gmail.com>
wrote:
Hi,
can anyone help me to figure out how to compute the percentile of an
individual observation with respect to a reference distribution.
What I mean is. Let's assume I have a vector consisting of 10 numbers
{3,5,8,1,9,5,4,3,5.5,7} and I want figure out what percentile the
number 4.9 corresponds to. I failed to find any reference to such a
function, although I would assume this must frequently be necessary.
The simple answer is, I believe,
x <- c(3,5,8,1,9,5,4,3,5.5,7)
Try instead:
ecdf(x)(4.9)
[1] 0.4
ecdf returns a function, so why not use it as such? It is also linked
from the quantile help page where it is called the "inverse of
quantile".
--
David.
plot(ecdf(x))
sum(x <= 4.9)/length(x)
[1] 0.4
(Somewhat more complicated than necessary.)
This would correspond to the empirical cumulative distribution
function (ecdf) to which Jorge alluded.
HTH,
Dennis
Thanks in advance for you help.
David Winsemius, MD
West Hartford, CT
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