Is there a quantile function in R that includes both given x and given probs?-CodePudding

Sorry for my bad english.

I need a function in R that calculates x values similar as the quantile function does, but considering that the x values were already calculated with a quantile function.

As example: I have a simple data frame that consists of two columns as given:

probs	x
0.06	-120
0.1	-100
0.2	-97
0.24	-90
0.3	-80
0.5	-70
0.7	-60
0.89	-50
1	-40

(in fact the data is more detailed but for an example it will be enough)

The x values are calculated by a quantile function in the past but I have no access to the original x data. Is there a function like the quantile function that doesn't ignore the weighting and that calculates more quantiles in between those values?

CodePudding user response：

I think you just want to do a linear interpolation. For example,

dat <- structure(list(probs = c(0.06, 0.1, 0.2, 0.24, 0.3, 0.5, 0.7, 
                                0.89, 1), x = c(-120, -100, -97, -90, -80, -70, -60, -50, -40
                                )), class = "data.frame", row.names = c(NA, -9L))

fn <- approxfun(dat$probs, dat$x)
fn(c(0.1, 0.15, 0.2))
#> [1] -100.0  -98.5  -97.0

^{Created on 2022-02-15 by the reprex package (v2.0.1.9000)}