Nonparametric Confidence Intervals for Quantiles

Based on Alan D. Hutson (1999) , "Calculating nonparametric confidence intervals for quantiles using fractional order statistics", Journal of Applied Statistics, 26:3, 343-353.

QuantileNPCI

The goal of QuantileNPCI is to calculate non-parametric confidence intervals for quantiles using fractional order statistics.

Installation

You can install the released version of QuantileNPCI from CRAN with:

install.packages("QuantileNPCI")

Example

This is a basic example which shows you how to calculate non-parametric confidence intervals for median, for the flood discharge data in Feather River with data included in the package:

library(QuantileNPCI)
quantCI(flood[flood$loc=="Feather", "discharge"], quant=0.5, alpha=0.05, method = "exact")