Empirical k-quantile function

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Empirical k-quantile function

SlowSpock
Hello,

Suppose I have one vector of values or even matrix of those vectors and I
want to calculate q_k(V/k), where V is the vector, k is a quantile and q_k
is empirical k-quantile function. Finally I want to calculate Q_k=min(1,
q_k) for k=(0,1).

Can you please help me with this code?
quantile function provides value

Basically I'm trying to reproduce results from paper "P-values for
High-Dimensional Regression", Meinshausen, Meier, Buhlmann.

Thank you in advance.
Art

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Re: [FORGED] Empirical k-quantile function

Rolf Turner
On 17/02/17 12:12, Art U wrote:

> Hello,
>
> Suppose I have one vector of values or even matrix of those vectors and I
> want to calculate q_k(V/k), where V is the vector, k is a quantile and q_k
> is empirical k-quantile function. Finally I want to calculate Q_k=min(1,
> q_k) for k=(0,1).
>
> Can you please help me with this code?
> quantile function provides value
>
> Basically I'm trying to reproduce results from paper "P-values for
> High-Dimensional Regression", Meinshausen, Meier, Buhlmann.

Your question is IMHO vague and to my limited mental capacities,
incomprehensible.  Please try to adhere to the R-help desideratum of
providing (minimal) *reproducible* examples of whatever it is that you
are trying to accomplish.  (This includes data, code, and the *desired*
result that you are not at present able to obtain.

cheers,

Rolf Turner

P.S.  Are you familiar with the functions (a) quantile(), and
(b) apply()?  If not, become so!

R. T.


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