I have a set of real numbers. I need to estimate the quantile of a new number. Is there any clean way to do this in R? in general?
I hope this is not ultra-trivial ;-)
Much appreciated for your response.
PK
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As whuber pointed out, you can use ecdf, which takes a vector and returns a function for getting the percentile of a value.
> percentile <- ecdf(1:10)
> percentile(8)
[1] 0.8
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To expand on what whuber and cwarden stated, sometimes you want to use a function in a "classical" R way. Then you could write it youself using ecdf():
ecdf_fun <- function(x,perc) ecdf(x)(perc)
ecdf_fun(1:10,8)
>[1] 0.8
