R function for percentrank
On Dec 6, 2007 6:11 AM, Martin Maechler <maechler at stat.math.ethz.ch> wrote:
"MS" == Marc Schwartz <marc_schwartz at comcast.net>
on Wed, 05 Dec 2007 12:43:50 -0600 writes:
[............] MS> Martin, MS> Thanks for the corrections. In hindsight, now seeing the intended use of MS> ecdf() in the fashion you describe above, it is now clear that my MS> approach in response to David's query was un-needed and "over the top". MS> "Yuck" is quite appropriate... :-) MS> As I was going through this "exercise", it did seem overly complicated, MS> given R's usual elegant philosophy about such things. I suppose if I had MS> looked at the source for plot.stepfun(), it would have been more evident MS> as to how the y values are acquired. MS> In reviewing the examples in ?ecdf, I think that an example using MS> something along the lines of the discussion here more explicitly, would MS> be helpful. It is not crystal clear from the examples, that one can use MS> ecdf() in this fashion, though the use of "12 * Fn(tt)" hints at it. MS> Perhaps: MS> ##-- Simple didactical ecdf example: MS> x <- rnorm(12) MS> Fn <- ecdf(x) MS> Fn MS> Fn(x) # returns the percentiles for x MS> ... Thank you, Marc for the above proposal, to make the examples more "crystal clear" :-) I've now amended the R-devel version of help(ecdf) accordingly.
Since the above does not actually reproduce percentrank in the case of ties, the change that would facilitate this particularly would be to add a ties = "excelpercentrank" to approx. See my solution earlier in this thread.