The running_quantile
function calculates the quantile of
+a vector over a sliding window, allowing for various alignment and rule options.
Usage
+running_quantile(
+ .x,
+ .window,
+ .probs = 0.5,
+ .type = 7,
+ .rule = "quantile",
+ .align = "center"
+)
Arguments
+ + +- .x +
A numeric vector for which the running quantile is to be calculated.
+
+
+- .window +
An integer specifying the size of the sliding window.
+
+
+- .probs +
A numeric value between 0 and 1 indicating the desired quantile +probability (default is 0.50).
+
+
+- .type +
An integer from 1 to 9 specifying the quantile algorithm type +(default is 7).
+
+
+- .rule +
A character string indicating the rule to apply at the edges of +the window. Possible choices are:
"quantile": Standard quantile calculation.
+"trim": Trims the output to remove values outside the window.
+"keep": Keeps the original values at the edges of the window.
+"constant": Fills the edges with the constant value from the nearest valid quantile.
+"NA": Fills the edges with NA values.
+"func": Applies a custom function to the values in the window (default is "quantile").
+
+
+
+- .align +
A character string specifying the alignment of the +window ("center", "left", or "right"; default is "center").
+
+
Details
+This function computes the running quantile of a numeric vector using +a specified window size and probability.
+See also
+Other Utility Functions:
+convert_snake_to_title_case()
,
+generate_caption()
,
+get_attributes()
,
+rand_walk_helper()
,
+std_cum_max_augment()
,
+std_cum_mean_augment()
,
+std_cum_min_augment()
,
+std_cum_prod_augment()
,
+std_cum_sum_augment()
Examples
+# Example usage of running_quantile
+set.seed(123)
+data <- cumsum(rnorm(50))
+result <- running_quantile(data, .window = 3, .probs = 0.5)
+
+print(result)
+#> [1] -0.6755644 -0.5604756 0.7680552 0.8385636 0.9678513 2.6829163
+#> [7] 2.6829163 1.8787713 1.1919184 1.1919184 1.9703382 2.3301521
+#> [13] 2.7309235 2.7309235 2.8416062 4.0726782 4.0726782 3.3052675
+#> [19] 2.8324760 2.8324760 1.7646523 1.5466774 0.5206730 -0.2082182
+#> [25] -0.8332575 -1.6821638 -1.6821638 -1.6821638 -1.5287907 -1.4131127
+#> [31] -1.2817199 -0.9866485 -0.3865943 0.4915392 1.3131203 2.0017605
+#> [37] 2.4937665 2.4937665 2.1878038 1.8073328 1.1126258 0.9047086
+#> [43] 0.9047086 1.8082682 1.8931216 1.8931216 1.4902368 1.4902368
+#> [49] 1.7201775 1.7618620
+#> attr(,"window")
+#> [1] 3
+#> attr(,"probs")
+#> [1] 0.5
+#> attr(,"type")
+#> [1] 7
+#> attr(,"rule")
+#> [1] "quantile"
+#> attr(,"align")
+#> [1] "center"
+
+plot(data, type = "l")
+lines(result, col = "red")
+
+
+