Question

Is there a function or an elegant way in the R language, to get the minimum range, that covers, say 95% of all values in a vector?

Any suggestions are very welcome 🙂

Answer 1

95% of the data will fall between the 2.5th percentile and 97.5th percentile. You can compute that value in R as follows:

x <- runif(100)
quantile(x,probs=c(.025,.975))

To get a sense of what’s going on, here’s a plot:

qts <- quantile(x,probs=c(.05,.95))
hist(x)
abline(v=qts[1],col="red")
abline(v=qts[2],col="red")

Note this is the exact/empirical 95% interval; there’s no normality assumption.