Empirical quantile function — qemp • skewsamp

Empirical quantile function, i.e. inverse of the empirical cumulative density function pemp(). Based on the latter function as presented by Chakraborti (2006).

qemp(p, sample)

Arguments

p: probability, can be a vector
sample: numeric vector of sample values to base the ECDF on

Value

Returns the value for which pemp(x, sample) = p, i.e. the probability that a value drawn at random from the ECDF is smaller or equal to x is p.

References

Chakraborti, S., Hong, B., & Van De Wiel, M. A. (2006). A note on sample size determination for a nonparametric test of location. Technometrics, 48(1), 88–94. https://doi.org/10.1198/004017005000000193

Examples

x <- 1:5
qemp(0.1, x)
#> [1] 0.6