The input matrix X has dimensions S x G, where S is the number of samples and G the number of grid points at which X was evaluated. Calculate quantiles for each grid point, g = 1,2,..G.

calc_quantiles(X, probs = c(0.025, 0.5, 0.975))

Arguments

X

The matrix for which quantiles are calculated, with dimension S x G

probs

The probability values at which to calculate the quantiles (default: c(0.025, 0.5, 0.975))

Value

The quantiles, a matrix with dimension length(probs) x G