• incanter

# quantile-t

## incanter.stats

• (quantile-t probability & options)
Returns the inverse of the Student's t CDF for the given probability
(i.e. the quantile). It will return a sequence of values, if x is
a sequence of probabilities. This is equivalent to R's qt function.

Options:
:df (default 1)

Returns:
a value x, where (cdf-t x) = probability

pdf-t, cdf-t, and sample-t

References:
http://incanter.org/docs/parallelcolt/api/cern/jet/stat/tdouble/Probability.html
http://en.wikipedia.org/wiki/Student-t_distribution
http://en.wikipedia.org/wiki/Quantile

Example:
(quantile-t 0.975)
(quantile-t [0.025 0.975] :df 25)
(def df [1 2 3 4 5 6 7 8 9 10 20 50 100 1000])
(map #(quantile-t 0.025 :df %) df)

### Source incanter/stats.clj:791 top

```(defn quantile-t
" Returns the inverse of the Student's t CDF for the given probability
(i.e. the quantile).  It will return a sequence of values, if x is
a sequence of probabilities. This is equivalent to R's qt function.

Options:
:df (default 1)

Returns:
a value x, where (cdf-t x) = probability

pdf-t, cdf-t, and sample-t

References:
http://incanter.org/docs/parallelcolt/api/cern/jet/stat/tdouble/Probability.html
http://en.wikipedia.org/wiki/Student-t_distribution
http://en.wikipedia.org/wiki/Quantile

Example:
(quantile-t 0.975)
(quantile-t [0.025 0.975] :df 25)
(def df [1 2 3 4 5 6 7 8 9 10 20 50 100 1000])
(map #(quantile-t 0.025 :df %) df)
"
([probability & options]
(let [opts (when options (apply assoc {} options))
df (or (:df opts) 1)
to-alpha (fn [prob] ;; need to convert the probability to an alpha value
(if (< prob 1/2)
(* 2 prob)
(* 2 (- 1 prob))))
sign-fx (fn [x1 prob] (if (< prob 1/2) (* -1 x1) x1))
x (if (coll? probability)
(map #(sign-fx (Probability/studentTInverse (to-alpha %) df) %) probability)
(sign-fx (Probability/studentTInverse (to-alpha probability) df) probability))]
x)))```
Vars in incanter.stats/quantile-t: defn let
Used in 0 other vars