Dear Christos, Thank you, the code implemented in 2.10.1 is actually slightly different; the qs variable in the call to quantile is determined by a series of ifelse() statements:
qs <- ifelse(h == 0, x[j + 2], ifelse(h == 1, x[j + 3], (1 - h) * x[j + 2] + h * x[j + 3])) so if h is neither 0 nor 1, it is (1 - h) * x[j + 2] + h * x[j + 3]). It was a particularly small example, so I did look at on a sample of rnorm(500). The differences are less pronouned in the larger sample, but still present (again in 2.11.1). Josh On Sat, Jun 19, 2010 at 4:35 AM, Christos Argyropoulos <argch...@hotmail.com> wrote: > > > Hi, > It seems to me that the results are actually the same but they are not > returned in the same order (R 2.10.1 in Windows Vista). If you call sort on > the output the results will be the same: >> sort(quantile(c(54, 72, 83, 112), type=6, probs=c(0, .25, .5, .75, 1))) > 0% 25% 50% 75% 100% > 54.00 58.50 77.50 104.75 112.00 >> sort(quantile(c(54, 72, 83, 112), type=6, probs=c(.25, .5, .75, 1, 0))) > 0% 25% 50% 75% 100% > 54.00 58.50 77.50 104.75 112.00 > > With such a small sample, the actual quantile values may critically depend on > the interpolatory algorithm used in their calculation, so exercise caution: > >> sort(quantile(c(54, 72, 83, 112), type=7, probs=c(0, .25, .5, .75, 1))) > 0% 25% 50% 75% 100% > 54.00 67.50 77.50 90.25 112.00 >> sort(quantile(c(54, 72, 83, 112), type=7, probs=c(.25, .5, .75, 1, 0))) > 0% 25% 50% 75% 100% > 54.00 67.50 77.50 90.25 112.00 > > Christos Argyropoulos > > > ---------------------------------------- >> Date: Fri, 18 Jun 2010 21:02:41 -0700 >> From: jwiley.ps...@gmail.com >> To: r-help@r-project.org >> Subject: [R] quantile() depends on order of probs? >> >> Hello All, >> >> I am trying to figure out the rational behind why quantile() returns >> different values for the same probabilities depending on whether 0 is >> first. >> >> Here is an example: >> >> quantile(c(54, 72, 83, 112), type=6, probs=c(0, .25, .5, .75, 1)) >> quantile(c(54, 72, 83, 112), type=6, probs=c(.25, .5, .75, 1, 0)) >> >> It seems to come down to this part of the code for quantile: >> >> fuzz <- 4 * .Machine$double.eps >> nppm <- a + probs * (n + 1 - a - b) >> j <- floor(nppm + fuzz) >> h <- nppm - j >> qs <- x[j + 2L] >> qs[h == 1] <- x[j + 3L][h == 1] >> other <- (h> 0) && (h < 1) >> if (any(other)) >> qs[other] <- ((1 - h) * x[j + 2L] + h * x[j + 3L])[other] >> >> In my example, a and b are both 0, and n = 4. Particularly, the >> alternate formula for qs is only used when the first element of h is >> both> 0 and < 1. Any ideas on this? It seems like a simple >> alternative would be >> >> other <- (h> 0) & (h < 1) >> >> but I do not know if that would cause problems for other quantile >> formulae. By the way, this comes around lines 39-70 in >> quantile.default in: >> >>> version >> _ >> platform x86_64-pc-mingw32 >> arch x86_64 >> os mingw32 >> system x86_64, mingw32 >> status >> major 2 >> minor 11.1 >> year 2010 >> month 05 >> day 31 >> svn rev 52157 >> language R >> version.string R version 2.11.1 (2010-05-31) >> >> >> Best regards, >> >> Josh >> >> -- >> Joshua Wiley >> Ph.D. Student >> Health Psychology >> University of California, Los Angeles >> >> ______________________________________________ >> R-help@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. > > _________________________________________________________________ > Hotmail: Trusted email with Microsoft’s powerful SPAM protection. > https://signup.live.com/signup.aspx?id=60969 -- Joshua Wiley Ph.D. Student Health Psychology University of California, Los Angeles ______________________________________________ R-help@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.
