Confusion in 'quantile' and getting rolling estimation of sample quantiles
sorry for bothering you again, the problem solved. the command should be : uprange=rollapply(zoo(x),width=10,FUN=function(x)quantile(x,0.8),align='right')
Gabor Grothendieck wrote:
There is no quantile method defined for zoo objects so it falls through to the default method but that method does not work for zoo objects. Try this: set.seed(123) rn <- rnorm(500) quantile(rn, 0.8) quantile(coredata(zoo(rn)), 0.8) In the second question the error message tells you what the problem is. FUN is supposed to be a function but a vector of numbers has been supplied rather than a function. Try: uprange=rollapply(x,width=10,FUN=function(x)quantile(x,0.8),align='right') On Sat, Jan 16, 2010 at 10:08 PM, Saji Ren <saji.ren at gmail.com> wrote:
Guys: 1).When I using the 'quantile' function, I get really confused. Here is what I met:
x<-zoo(rnorm(500,0,1)) quantile(x,0.8)
? ? 400 1.060258
c=rnorm(500,0,1) quantile(c,0.8)
? ? ?80% 0.9986075 why do the results display different? Is that because of the different type of the class? 2).And I want to use the 'rollapply' function to compute a rolling estimation of the sample quantile. the command i used is below:
uprange=rollapply(x,width=10,FUN=quantile(x,0.8),align='right')
Here the 'x' is the one generated above in 1). And the R told me: "mistakes in match.fun(FUN) : ?'quantile(x, 0.8)' is not a function, character or symbol" Can anyone help? Thank you in advanced. ----- ------------------------------------------------------------------ Saji Ren from Shanghai China GoldenHeart Investment Group ------------------------------------------------------------------ -- View this message in context: http://n4.nabble.com/Confusion-in-quantile-and-getting-rolling-estimation-of-sample-quantiles-tp1015893p1015893.html Sent from the R help mailing list archive at Nabble.com.
______________________________________________ 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.
______________________________________________ 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.
----- ------------------------------------------------------------------ Saji Ren from Shanghai China GoldenHeart Investment Group ------------------------------------------------------------------
View this message in context: http://n4.nabble.com/Confusion-in-quantile-and-getting-rolling-estimation-of-sample-quantiles-tp1015893p1016401.html Sent from the R help mailing list archive at Nabble.com.