Returns quantiles of a delay distribution

Computes quantiles of a <dist_spec> with fixed (non-uncertain) parameters, respecting any max/cdf_max bound set with bound_dist(): the quantiles are those of the truncated distribution, not the unbounded one. A Fixed() (point-mass) distribution has every quantile equal to its value.

Only a distribution with fixed parameters can have its quantiles computed. If any parameter is itself a distribution (a prior), there is no single distribution to compute quantiles of and an error is raised; resolve it first with fix_parameters().

A composite (multi-component) distribution returns one set of quantiles per component, in keeping with mean()/sd(), which also return one value per component. A max/cdf_max bound set on the composite itself (with bound_dist() on the sum) refers to that combined distribution, which has no closed-form quantile function, so this raises an error. Bound the components individually to get their quantiles under a bound.

Usage

# S3 method for class 'dist_spec'
quantile(x, probs = seq(0, 1, 0.25), ...)

# S3 method for class 'multi_dist_spec'
quantile(x, probs = seq(0, 1, 0.25), ...)

Arguments

x

A <dist_spec> with fixed parameters.

probs

Numeric vector of probabilities in [0, 1].

...

Not used.

Value

For a single distribution, a numeric vector of quantiles the same length as probs. For a composite distribution of k components, a length(probs) by k matrix, one column per component.

See also

cdf() for the corresponding cumulative distribution function, and fix_parameters() to resolve an uncertain distribution first.

Examples

# Quantiles of a fixed-parameter gamma distribution
quantile(Gamma(shape = 2, rate = 1), c(0.05, 0.5, 0.95))
#> [1] 0.3553615 1.6783470 4.7438645

# A `max` bound truncates the quantiles accordingly
quantile(Gamma(shape = 2, rate = 1, max = 3), c(0.05, 0.5, 0.95))
#> [1] 0.3137584 1.3776470 2.7530668

# A fixed (point-mass) distribution: every quantile equals its value
quantile(Fixed(3), c(0.1, 0.9))
#> [1] 3 3