#==== nonparametric estimation using orthogonal series expansion ==== source("bp_fun.r") x <- c(rnorm(50),1+rnorm(50)) #prerequisite: R CMD SHLIB nde_bp.c dyn.load(paste("nde_bp", .Platform$dynlib.ext, sep="")) q <- bpf_quantile(x,probs=c(0.05,0.25,0.5),k=100) print("quantile estimation using Bernstein polynomials for the quantile function") print(q) q2 <- bpq_quantile(x,probs=c(0.05,0.25,0.5),k=100) print("quantile estimation using Bernstein polynomials for the distribution function") print(q2) q3 <- quantile(x,probs=c(0.05,0.25,0.5),type=1) print("the empirical quantiles") print(q3)