quantile() Function in R

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In statistics, understanding the distribution of data is critical for drawing meaningful insights and making informed decisions. One key tool for understanding data distribution is the concept of quantiles. Quantiles are values that divide the probability distribution of a random variable into continuous intervals with equal probabilities, or divide the observations in a sample in the same way.

R, a popular language used for statistical analysis, offers the quantile() function to calculate quantiles. This function is part of R’s base package, which means you don’t have to install any additional packages to use it.

This article will explain how to use the quantile() function in R in depth. We’ll cover a variety of practical examples, and explore some related concepts, like percentiles and quartiles, which are specific types of quantiles.

Understanding Quantiles

Before we dive into the quantile() function, it’s important to understand what quantiles are. In a dataset, a quantile determines how many values in the dataset fall below a certain value. The most common types of quantiles are quartiles (which divide data into four equal parts) and percentiles (which divide data into hundred equal parts).

For instance, if your height is at the 90th percentile, that means you’re taller than 90% of the population. Similarly, the first quartile (also known as the lower quartile or 25th percentile) is the value below which 25% of the data fall.

Basics of the quantile() Function

The basic syntax of the quantile() function in R is as follows:

quantile(x, probs = seq(0, 1, 0.25), na.rm = FALSE, names = TRUE, type = 7, ...)

Let’s break down the arguments:

  1. x: A numeric vector whose sample quantiles are wanted, or an object of a class for which a method has been defined.
  2. probs: A numeric vector of probabilities with values in [0,1]. The default value is seq(0, 1, 0.25), which means it calculates quartiles by default.
  3. na.rm: A logical value indicating whether missing values should be removed. The default is FALSE.
  4. names: A logical value indicating whether the result should have names, which are derived from probs. The default is TRUE.
  5. type: An integer between 1 and 9 selecting one of the nine quantile algorithms detailed below to be used. The default is 7.

Now let’s go through a simple example using the quantile() function:

# Create a numeric vector
x <- c(1:100)

# Calculate quartiles
quartiles <- quantile(x)
print(quartiles)

Percentiles

While the quantile() function calculates quartiles by default, we can easily calculate percentiles by changing the probs argument. For example, to calculate the 90th percentile of a dataset, we would use the following code:

# Create a numeric vector
x <- c(1:100)

# Calculate 90th percentile
percentile_90 <- quantile(x, probs = 0.9)
print(percentile_90)

We can also calculate multiple percentiles at once by passing a vector to the probs argument. For example:

# Calculate 25th, 50th, and 75th percentiles
percentiles <- quantile(x, probs = c(0.25, 0.5, 0.75))
print(percentiles)

Handling Missing Values

In real-world data, it’s common to encounter missing values. By default, the quantile() function returns NA if the input vector includes any NA values. However, we can change this behavior by setting na.rm = TRUE, which tells R to ignore NA values. Here’s an example:

# Create a numeric vector with NA values
x <- c(1:50, NA)

# Calculate quantiles, ignoring NA values
quartiles <- quantile(x, na.rm = TRUE)
print(quartiles)

Quantile Types

There are nine types of quantile algorithms available in R, selected by the type argument. While the default type (7) works well for most situations, you may need to use a different type depending on your specific use case.

For example, Type 1 implements the inverse of the empirical distribution function and can be useful for discrete data:

# Calculate quartiles using type 1
x <- c(1:100)
quartiles <- quantile(x, type = 1)
print(quartiles)

The different types use different methods to calculate quantiles and handle edge cases, so it’s worth reading the official R Documentation for more information on each type.

Conclusion

Quantiles, including percentiles and quartiles, are essential tools in understanding the distribution of your data. With R’s quantile() function, you can easily calculate these values and gain deeper insight into your datasets. The function’s flexibility allows you to handle missing values and choose from different quantile calculation algorithms, making it suitable for a wide range of situations.

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