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confidence interval

2 messages · Francesco Petrogalli, David Winsemius

Francesco Petrogalli
# 
Hi,
I have a circular shaped set of point on the plane (X,Y) centered in
zero. The distribution is more dense close to zero and less dense far
from zero.

I need to find the radius of a circle centered in zero that contains
65% of the points in the sample. Is there any R directive that can do
this?

I wanna start with 2D set of points, but the real case scenario is
with a 5D set of points.

Thanks,

Francesco
David Winsemius
#
On Jan 21, 2011, at 11:33 AM, Francesco Petrogalli wrote:

            

      
      
      
    

        
Something along the lines of

dxy= with(dfm, sqrt(x^2 +y^2))
quantile(dxy, probs=0.65)

The generalization to 5 dimensions appears trivial. Even the  
generalization to finding the radius around an arbitrary point seems  
trivial assuming an L2 norm.