[Rd] bug? quantile() can return decreasing sample quantiles for increasing probabilities

From: Tony Plate <tplate_at_blackmesacapital.com>
Date: Wed 23 Feb 2005 - 07:43:47 EST


Is it a bug that quantile() can return a lower sample quantile for a higher probability?

 > ##### quantile returns decreasing results with increasing probs (data at the end of the message)
 > quantile(x2, (0:5)/5)

            0% 20% 40% 60% 80% -0.0014141174 -0.0009041968 -0.0009041968 -0.0007315023 -0.0005746115

          100%
  0.2905596324
 > ##### the 40% quantile has a lower value than the 20% quantile  > diff(quantile(x2, (0:5)/5))

           20% 40% 60% 80% 100%   5.099206e-04 -1.084202e-19 1.726945e-04 1.568908e-04 2.911342e-01  >

This only happens for type=7:

 > for (type in 1:9) cat(type, any(diff(quantile(x2, (0:5)/5, type=type))<0), "\n")
1 FALSE
2 FALSE
3 FALSE
4 FALSE
5 FALSE
6 FALSE
7 TRUE
8 FALSE
9 FALSE
 >

I know this is at the limits of machine precision, but it still seems wrong. Curiously, S-PLUS 6.2 produces exactly the same numerical result on my machine (according to the R quantile documentation, the S-PLUS calculations correspond to type=7).

 > version

          _
platform i386-pc-mingw32

arch     i386
os       mingw32

system i386, mingw32
status
major 2
minor 0.1
year 2004
month 11
day 15
language R
 >

here's the data that gives the result above:

x2 <- c(-0.00090419678460984, -0.000980064982459659, -0.00090419678460984, -0.000744104385375977,

	0.206332797095889, -0.000817139943440755, -0.000899564652215867,

-0.000574611482166109, -0.0013728312083653, -0.00090419678460984,
-0.0013728312083653, -0.000723100843883696, -0.000630242483956473,
-0.000817139943440755, 0.0868369624728248, -0.000817139943440755,
-0.000817139943440755, -0.00112312180655343, -0.00112312180655343,
-0.000380657968066988, -0.000723100843883696, -0.00090419678460984,
-0.00090419678460984, -0.000380657968066988, -0.0010127169745309,
-0.000723100843883696, -0.00112312180655343, -0.00112312180655343,
-0.00090419678460984, -0.000681496801830473, -0.00090419678460984,
-0.000380657968066988, -0.000380657968066988, -0.000817139943440755,
-0.000723100843883696, -0.000723100843883696, -0.0013913767678397,
-0.0013728312083653, -0.000817139943440755, -0.00112312180655343,
-0.00112312180655343, -0.000817139943440755, 0.245683056967599,
-0.000817139943440755, -0.00112312180655343, -0.00090419678460984,
-0.00112312180655343, 0.123553718839373, -0.0013728312083653,
-0.000723100843883696,
-0.000899564652215867, 0.105625640778315, -0.00090419678460984,
-0.0013913767678397,
-0.00090419678460984, -0.000723100843883696, -0.000228291466122582,
-0.00090419678460984, -0.000817139943440755, -0.00090419678460984,
-0.000817139943440755, -0.000817139943440755, -0.000817139943440755,
-0.000817139943440755, 0., -0.000723100843883696, -0.000380657968066988,
-0.000723100843883696, -0.000723100843883696, -0.000899564652215867,
-0.000764199665614537, -0.000574611482166109, -0.000681496801830473,
-0.000817139943440755, -0.000817139943440755, -0.00090419678460984,
-0.000723100843883696, 0.0394509065718878, -0.000817139943440755,
-0.0013728312083653, -0.000228291466122582, -0.00090419678460984,
-0.0013913767678397, -0.000817139943440755, -0.000817139943440755,
-0.000817139943440755, -0.00090419678460984, -0.000681496801830473,
-0.000817139943440755, -0.0013728312083653, -0.00090419678460984,
-0.00112312180655343, -0.00090419678460984, -0.00112312180655343,
-0.000723100843883696, -0.0013728312083653, -0.0013728312083653,
-0.000574611482166109, -0.00133536543164934, -0.000369889395577567,
-0.000723100843883696, -0.000817139943440755, -0.000723100843883696,
-0.0013728312083653, -0.000817139943440755, -0.00090419678460984,
-0.000723100843883696, -0.000723100843883696, -0.00090419678460984,
-0.000723100843883696, -0.000723100843883696, -0.00090419678460984,
-0.0010127169745309, -0.00090419678460984, -0.000723100843883696,
-0.00090419678460984, -0.000723100843883696, -0.00090419678460984,
-0.000817139943440755, -0.000817139943440755, -0.00138617697216216,
-0.000574611482166109, -0.000723100843883696, 0.0238135826020014,
-0.000723100843883696, -0.000817139943440755, -0.00090419678460984,
-0.00112312180655343, -0.000574611482166109, -0.000380657968066988,
-0.000723100843883696, -0.000367703891935803, -0.00090419678460984,
-0.000574611482166109, -0.00112312180655343, -0.00090419678460984,
0.0681528477441697, -0.000817139943440755, -0.00090419678460984,
-0.0010127169745309, -0.00090419678460984, -0.000380657968066988,
-0.000392709459577288, -0.0013913767678397, -0.000681496801830473,
-0.000492947442190988, -0.00090419678460984, -0.000723100843883696,
-0.000723100843883696, -0.000899564652215867, -0.00090419678460984,
-0.00090419678460984, -0.00090419678460984, -0.000574611482166109,
-0.000817139943440755, -0.000723100843883696, 0.0394509065718878,
0.150393440609887,
-0.00090419678460984, -0.000723100843883696, -0.000492947442190988,
0.0514323597862607, -0.000574611482166109, -0.000681496801830473,
-0.00090419678460984, 0.0681528477441697, 0.123553718839373,
-0.00090419678460984,
-0.000723100843883696, 0.0294418363344102, -0.000228291466122582,
0.098056884039016,
-0.000817139943440755, -0.000817139943440755, -0.00133536543164934,
-0.000723100843883696, 0.0394509065718878, -0.00090419678460984,
-0.00090419678460984, -0.000817139943440755, 0., -0.000228291466122582,
-0.00090419678460984, -0.0010127169745309, -0.00133536543164934,
-0.000723100843883696, -0.00133536543164934, -0.000817139943440755,
-0.00090419678460984, -0.00090419678460984, -0.000723100843883696,
-0.00090419678460984, -0.00141411735897972, -0.00090419678460984,
-0.000817139943440755, -0.000228291466122582, -0.000817139943440755,
-0.00139485086713518, -0.00090419678460984, 0., -0.000228291466122582,
-0.000817139943440755, -0.0013913767678397, -0.000817139943440755,
-0.00090419678460984, -0.000723100843883696, -0.000492947442190988,
-0.00138617697216216, -0.00090419678460984, -0.00090419678460984,
-0.000817139943440755, -0.0013913767678397, -0.0013728312083653,
-0.00133536543164934, -0.00090419678460984, -0.000817139943440755,
-0.000817139943440755, -0.000723100843883696, -0.000723100843883696,
-0.000574611482166109, -0.00090419678460984, -0.000817139943440755,
-0.00090419678460984, -0.000723100843883696, -0.00090419678460984,
-0.00090419678460984, -0.000723100843883696, -0.00090419678460984,
-0.0013913767678397, -0.000681496801830473, -0.000817139943440755,
-0.00107976084663754, -0.0013728312083653, -0.00090419678460984,
-0.0013728312083653, -0.00090419678460984, 0.0394509065718878,
-0.00090419678460984,
-0.0013913767678397, 0., -0.000817139943440755, 0.121526161829631,
-0.0013728312083653, -0.00090419678460984, -0.000723100843883696,
-0.000817139943440755, -0.00090419678460984, -0.000817139943440755,
-0.0013728312083653, -0.000723100843883696, -0.000817139943440755,
-0.00090419678460984, -0.000574611482166109, -0.00090419678460984,
-0.000817139943440755, -0.0013913767678397, -0.000723100843883696,
-0.000817139943440755, -0.0010127169745309, 0.098056884039016,
0.0394509065718878,
-0.000380657968066988, -0.000817139943440755, -0.0010127169745309,
-0.0010127169745309, -0.00090419678460984, -0.000817139943440755,
-0.000574611482166109, -0.00090419678460984, -0.000723100843883696,
-0.000723100843883696, -0.000681496801830473, -0.000723100843883696,
-0.0013728312083653, -0.000723100843883696, 0.276647976466588,
-0.0013913767678397,
-0.000817139943440755, -0.00090419678460984, -0.000817139943440755,
-0.00090419678460984, -0.00090419678460984, -0.000723100843883696,
-0.000723100843883696, -0.00090419678460984, 0.098056884039016,
-0.000723100843883696, -0.000723100843883696, -0.000817139943440755,
-0.0010127169745309, -0.00090419678460984, -0.000658830006917318,
-0.000380657968066988, -0.000723100843883696, 0.245683056967599,
-0.000723100843883696, -0.000723100843883696, -0.000723100843883696,
-0.000817139943440755, -0.000723100843883696, -0.0013728312083653,
-0.000817139943440755, -0.0013728312083653, -0.0013728312083653,
-0.00090419678460984, -0.000723100843883696, -0.000574611482166109,
-0.00090419678460984, -0.000817139943440755, -0.000392709459577288,
-0.0013728312083653, -0.000723100843883696, 0.0681528477441697,
-0.000380657968066988, -0.000723100843883696, -0.000723100843883696,
-0.000574611482166109, -0.000723100843883696, -0.0013728312083653,
0.0394509065718878, -0.000817139943440755, -0.000817139943440755,
-0.000723100843883696, -0.000723100843883696, -0.00090419678460984,
-0.000817139943440755, -0.000817139943440755, -0.000723100843883696,
-0.00090419678460984, -0.000817139943440755, -0.000723100843883696,
0.0394509065718878, -0.000817139943440755, -0.00090419678460984,
-0.0013728312083653, -0.00090419678460984, -0.00090419678460984,
0.000261948222205752, -0.000817139943440755, -0.00112312180655343,
-0.00138617697216216, -0.000723100843883696, -0.000817139943440755,
-0.00090419678460984, -0.000574611482166109, -0.000723100843883696,
-0.000817139943440755, -0.000492947442190988, -0.000817139943440755,
-0.000723100843883696, -0.000574611482166109, -0.000723100843883696,
-0.000574611482166109, -0.000380657968066988, -0.0013913767678397,
-0.000744104385375977, -0.0013728312083653, -0.00090419678460984,
0.0294418363344102, -0.000817139943440755, 0., -0.00112312180655343,
-0.000723100843883696, -0.00090419678460984, -0.00112312180655343,
-0.000723100843883696, 0.000261948222205752, -0.00090419678460984,
-0.00112312180655343, -0.000228291466122582, -0.0010127169745309,
-0.00090419678460984, -0.00112312180655343, -0.000723100843883696,
-0.00090419678460984, -0.000723100843883696, -0.00112312180655343,
-0.00112312180655343, -0.000392709459577288, -0.00090419678460984,
-0.000380657968066988, 0.055351421946571, -0.00090419678460984,
-0.000817139943440755, -0.000723100843883696, -0.000817139943440755,
-0.0013728312083653, -0.000723100843883696, -0.000817139943440755,
0.142219055266607, -0.0010127169745309, -0.00090419678460984, 0.150393440609887,
-0.00090419678460984, 0.0394509065718878, -0.000108088765825544,
-0.000363934607732864, -0.00090419678460984, -0.000658830006917318,
0.000261948222205752, -0.0013913767678397, -0.000228291466122582,
-0.000723100843883696, -0.00107976084663754, -0.00112312180655343,
-0.0013913767678397, -0.00090419678460984, -0.000369889395577567,
-0.000366074698311942, -0.000817139943440755, -0.00090419678460984,
-0.00112312180655343, -0.000723100843883696, -0.000817139943440755,
-0.000723100843883696, -0.00090419678460984, -0.00090419678460984,
-0.0013913767678397, -0.0013913767678397, 0.29055963243757,
-0.0013913767678397,
-0.00090419678460984, -0.00107976084663754, -0.0013728312083653,
-0.00090419678460984, -0.0013913767678397, -0.000817139943440755,
-0.000723100843883696, -0.000817139943440755, -0.00112312180655343,
0.000261948222205752, -0.000817139943440755, -0.000817139943440755,
-0.00090419678460984, -0.000574611482166109, -0.000363934607732864,
-0.000380657968066988, -0.000723100843883696, -0.000574611482166109,
-0.00090419678460984, -0.000723100843883696, -0.00090419678460984,
0.000261948222205752, -0.000681496801830473, -0.000723100843883696,
-0.000681496801830473, -0.000723100843883696, -0.0013728312083653,
-0.0013728312083653, -0.000980064982459659, -0.000817139943440755,
0.0142179188274202, -0.000574611482166109, -0.000817139943440755,
-0.00090419678460984, 0.0864739531562442, -0.000723100843883696,
-0.00090419678460984, -0.00133536543164934, -0.000817139943440755,
-0.0013728312083653, -0.000228291466122582, -0.000817139943440755,
-0.00112312180655343, -0.00090419678460984, -0.00138617697216216,
-0.00090419678460984, -0.00080565611521403, -0.000817139943440755,
-0.00133536543164934, -0.000817139943440755, -0.0013913767678397,
-0.0013913767678397, 0., -0.00112312180655343, -0.000723100843883696,
-0.000817548661004929, -0.000723100843883696, -0.00090419678460984,
-0.00090419678460984, -0.000817139943440755, 0.232276121775309,
-0.0013728312083653,
-0.00090419678460984, -0.000817139943440755, -0.000723100843883696,
-0.000817139943440755, -0.0013913767678397, -0.000380657968066988, 0.,
-0.000744104385375977, -0.00090419678460984, -0.00138617697216216,
-0.000621216637747628, -0.000817139943440755, -0.000817139943440755,
-0.000723100843883696, -0.000817139943440755, -0.000817139943440755,
-0.00112312180655343, -0.000574611482166109, -0.000723100843883696,
-0.000367703891935803, -0.000228291466122582, -0.000723100843883696,
0.185858022598993, -0.000723100843883696, -0.00090419678460984, 0.0394509065718878, 0.0142179188274202, -0.000492947442190988, -0.000492947442190988,
-0.00090419678460984, -0.000817139943440755, -0.00112312180655343,
-0.000723100843883696, -0.00133536543164934, -0.00090419678460984,
-0.0013728312083653, -0.0013728312083653, -0.000574611482166109,
-0.000817548661004929, -0.000228291466122582, -0.00112312180655343,
-0.00090419678460984, -0.000817139943440755, -0.00090419678460984,
-0.000817139943440755, -0.000621216637747628, -0.00090419678460984,
-0.000380657968066988, -0.00112312180655343, -0.00090419678460984,
-0.000723100843883696, -0.000817139943440755, -0.000574611482166109,
-0.00090419678460984, -0.00080565611521403, -0.00090419678460984,
-0.000574611482166109, -0.0010127169745309, -0.0010127169745309,
-0.000574611482166109, -0.0013728312083653, -0.00090419678460984,
-0.00090419678460984, -0.000658830006917318, -0.000817139943440755,
-0.00090419678460984, -0.0010127169745309, 0.0394509065718878,
-0.000817139943440755, 0.132284868331183, -0.00090419678460984,
-0.0013728312083653,
-0.000817139943440755, -0.000744104385375977, -0.000817139943440755,
-0.0013913767678397, -0.00090419678460984, -0.00090419678460984,
-0.000817139943440755, -0.000817139943440755, 0.0142179188274202,
0.0258830842517671, -0.000723100843883696, -0.000681496801830473,
-0.000706127711704799, 0.000261948222205752, -0.00090419678460984,
-0.000723100843883696, -0.00112312180655343, -0.000817139943440755,
-0.000817139943440755, -0.00133536543164934, -0.000723100843883696,
-0.000380657968066988, -0.000723100843883696, -0.00107976084663754,
-0.00090419678460984, -0.00090419678460984, -0.0013728312083653,
-0.000681496801830473, -0.00090419678460984, -0.0013728312083653,
-0.000817139943440755, -0.000723100843883696, -0.000817139943440755,
-0.000723100843883696, -0.000723100843883696, -0.000817139943440755,
-0.000817139943440755, -0.00090419678460984, -0.000817139943440755,
-0.000380657968066988, -0.00090419678460984, -0.000723100843883696,
-0.000817139943440755, -0.0013728312083653, -0.000723100843883696,
-0.00090419678460984, -0.000681496801830473)
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R-devel@stat.math.ethz.ch mailing list
https://stat.ethz.ch/mailman/listinfo/r-devel Received on Wed Feb 23 06:50:59 2005

This archive was generated by hypermail 2.1.8 : Fri 18 Mar 2005 - 09:02:58 EST