[R] Confusion in 'quantile' and getting rolling estimation of sample quantiles

[Gabor Grothendieck]

My post was based on the definitions in yours so x had already been
defined as a zoo object, x <- zoo(rnorm(500,0,1)).

On Mon, Jan 18, 2010 at 1:17 AM, Saji Ren <saji.ren at gmail.com> wrote:
>
> 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
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>>> 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.
>
> ______________________________________________
> 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.
>