# ::Free Statistics and Forecasting Software::

v1.1.23-r7
Secure website (SSL) | Donate to wessa.net

### :: Harrell-Davis Quantiles - Free Statistics Software (Calculator) ::

All rights reserved. The non-commercial (academic) use of this software is free of charge. The only thing that is asked in return is to cite this software when results are used in publications.

This free online software (calculator) computes the Harrell-Davis Quantiles and associated standard errors.

Enter (or paste) your data delimited by hard returns.

 Send output to: Browser Blue - Charts White Browser Black/White CSV MS Excel MS Word Data (click to load default data) 25.5 25.6 23.7 22 21.3 20.7 20.4 20.3 20.4 19.8 19.5 23.1 23.5 23.5 22.9 21.9 21.5 20.5 20.2 19.4 19.2 18.8 18.8 22.6 23.3 23 21.4 19.9 18.8 18.6 18.4 18.6 19.9 19.2 18.4 21.1 20.5 19.1 18.1 17 17.1 17.4 16.8 15.3 14.3 13.4 15.3 22.1 23.7 22.2 19.5 16.6 17.3 19.8 21.2 21.5 20.6 19.1 19.6 23.5 Sample Range:(leave blank to include all observations) From: To: lowest quantile highest quantile step size Chart options Width: Height: Title: Label y-axis: Label x-axis:

Click here to edit the underlying code of this R Module.

 Source code of R module par1 <- as(par1,"numeric") par2 <- as(par2,"numeric") par3 <- as(par3,"numeric") library(Hmisc) myseq <- seq(par1, par2, par3) hd <- hdquantile(x, probs = myseq, se = TRUE, na.rm = FALSE, names = TRUE, weights=FALSE) bitmap(file="test1.png") plot(myseq,hd,col=2,main=main,xlab=xlab,ylab=ylab) grid() dev.off() load(file="createtable") a<-table.start() a<-table.row.start(a) a<-table.element(a,"Harrell-Davis Quantiles",3,TRUE) a<-table.row.end(a) a<-table.row.start(a) a<-table.element(a,"quantiles",header=TRUE) a<-table.element(a,"value",header=TRUE) a<-table.element(a,"standard error",header=TRUE) a<-table.row.end(a) length(hd) for (i in 1:length(hd)) { a<-table.row.start(a) a<-table.element(a,as(labels(hd)[i],"numeric"),header=TRUE) a<-table.element(a,as.matrix(hd[i])[1,1]) a<-table.element(a,as.matrix(attr(hd,"se")[i])[1,1]) a<-table.row.end(a) } a<-table.end(a) table.save(a,file="mytable.tab")
 Top | Output | Charts | References | History | Feedback

 Cite this software as: Wessa, (2012), Harrell-Davis Quantile Estimator (v1.0.13) in Free Statistics Software (v1.1.23-r7), Office for Research Development and Education, URL http://www.wessa.net/rwasp_harrell_davis.wasp/ The R code is based on : Harrell FE, Davis CE (1982): A new distribution-free quantile estimator. Biometrika 69:635-640. Hutson AD, Ernst MD (2000): The exact bootstrap mean and variance of an L-estimator. J Roy Statist Soc B 62:89-94.
 Top | Output | Charts | References | History | Feedback
 Top | Output | Charts | References | History | Feedback