Petr, You can do:
require(quantreg) summary(rq(x ~ 1, tau = c(.10,.50,.99)) url: www.econ.uiuc.edu/~roger Roger Koenker email rkoen...@uiuc.edu Department of Economics vox: 217-333-4558 University of Illinois fax: 217-244-6678 Urbana, IL 61801 On Oct 30, 2012, at 9:37 AM, Bert Gunter wrote: > Petr: > > 1. Not an R question. > > 2. You want the distribution of order statistics. Search on that. It's > basically binomial/beta. > > -- Bert > > On Tue, Oct 30, 2012 at 6:46 AM, PIKAL Petr <petr.pi...@precheza.cz> wrote: >> Dear all >> >> I have a question about quantiles standard error, partly practical >> partly theoretical. I know that >> >> x<-rlnorm(100000, log(200), log(2)) >> quantile(x, c(.10,.5,.99)) >> >> computes quantiles but I would like to know if there is any function to >> find standard error (or any dispersion measure) of these estimated >> values. >> >> And here is a theoretical one. I feel that when I compute median from >> given set of values it will have lower standard error then 0.1 quantile >> computed from the same set of values. >> >> Is it true? If yes can you point me to some reasoning? >> >> Thanks for all answers. >> Regards >> Petr >> >> PS. >> I found mcmcse package which shall compute the standard error but which >> I could not make to work probably because I do not have recent R-devel >> version installed >> >> Error in eval(expr, envir, enclos) : >> could not find function ".getNamespace" >> Error : unable to load R code in package 'mcmcse' >> Error: package/namespace load failed for 'mcmcse' >> >> Maybe I will also something find in quantreg package, but I did not >> went through it yet. >> >> ______________________________________________ >> 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. > > > > -- > > Bert Gunter > Genentech Nonclinical Biostatistics > > Internal Contact Info: > Phone: 467-7374 > Website: > http://pharmadevelopment.roche.com/index/pdb/pdb-functional-groups/pdb-biostatistics/pdb-ncb-home.htm > > ______________________________________________ > 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. ______________________________________________ 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.
