It would depend on which one of the 9 quantile definitions you are using. The discontinuous ones aren't invertible, and the continuous ones won't be either, if there are ties in the data.
This said, it should just be a matter of setting up the inverse of a piecewise linear function. To set ideas, try x <- rnorm(5) curve(quantile(x,p), xname="p") The breakpoints for the default quantiles are n points evenly spread on [0,1], including the endpoints; i.e., for n=5, (0, .25, .5, .75, 1) So: x <- rnorm(5) br <- seq(0, 1, ,5) qq <- quantile(x, br) ## actually == sort(x) pfun <- approxfun(qq, br) (q <- quantile(x, .1234)) pfun(q) There are variations, e.g. the one-liner approx(sort(x), seq(0,1,,length(x)), q)$y -pd > On 16 Jun 2017, at 01:56 , Andras Farkas via R-help <r-help@r-project.org> > wrote: > > David, > > thanks for the response. In your response the quantile function (if I see > correctly) runs on the columns versus I need to run it on the rows, which is > an easy fix, but that is not exactly what I had in mind... essentially we can > remove t() from my original code to make "res" look like this: > > res<-apply(z, 1, quantile, probs=c(0.3)) > > but after all maybe I did not explain myself clear enough so let me try > again: the known variables to us in what I am trying to do are the data frame > "z' : > > t<-seq(0,24,1) > a<-10*exp(-0.05*t) > b<-10*exp(-0.07*t) > c<-10*exp(-0.1*t) > d<-10*exp(-0.03*t) > > z<-data.frame(a,b,c,d) > > and the vector "res": > > res<-c(10.000000, 9.296382, 8.642955, 8.036076 ,7.472374, 6.948723, > 6.462233, 6.010223 ,5.590211 > > ,5.199896 ,4.837147, 4.499989 ,4.186589, 3.895250 ,3.624397, 3.372570, > 3.138415, 2.920675 > , 2.718185 ,2.529864 ,2.354708, 2.191786, 2.040233, 1.899247, 1.768084) > > and I need to find the probability (probs) , the unknown value, which would > result in creating "res", ie: the probs=c(0.3), from: > res<-apply(z, 1, quantile, probs=c(0.3))... > > > a more simplified example assuming : > > k<-c(1:100) > f<-30 > ecdf(k)(f) > > would give us the value of 0.3... so same idea as this, but instead of "k" we > have data frame "z", and instead of "f" we have "res", and need to find the > value of 0.3... Does that make sense? > > much appreciate the help... > > Andras Farkas, > > > On Thursday, June 15, 2017 6:46 PM, David Winsemius <dwinsem...@comcast.net> > wrote: > > > > >> On Jun 15, 2017, at 12:37 PM, Andras Farkas via R-help >> <r-help@r-project.org> wrote: >> >> Dear All, >> >> we have: >> >> t<-seq(0,24,1) >> a<-10*exp(-0.05*t) >> b<-10*exp(-0.07*t) >> c<-10*exp(-0.1*t) >> d<-10*exp(-0.03*t) >> z<-data.frame(a,b,c,d) >> >> res<-t(apply(z, 1, quantile, probs=c(0.3))) >> >> >> >> my goal is to do a 'reverse" of the function here that produces "res" on a >> data frame, ie: to get the answer 0.3 back for the percentile location when >> I have "res" available to me... For a single vector this would be done using >> ecdf something like this: >> >> x <- rnorm(100) >> #then I know this value: >> quantile(x,0.33) >> #so do this step >> ecdf(x)(quantile(x,0.33)) >> #to get 0.33 back... >> >> any suggestions on how I could to that for a data frame? > > Can't you just used ecdf and quantile ecdf? > > # See ?ecdf page for both functions > >> lapply( lapply(z, ecdf), quantile, 0.33) > $a > 33% > 4.475758 > > $b > 33% > 3.245151 > > $c > 33% > 2.003595 > > > $d > 33% > 6.173204 > -- > > David Winsemius > Alameda, CA, USA > > ______________________________________________ > R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see > 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 Office: A 4.23 Email: pd....@cbs.dk Priv: pda...@gmail.com ______________________________________________ R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see 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.
