r,data.frame,quantile , Applying a function to each quantile of an R dataframe

## Question:

Tag: r,data.frame,quantile

I have an R dataframe and I want to apply an estimation function for each of its quantiles. Here's an example with `lm()`:

``````df <- data.frame(Y = sample(100), X1 = sample(100), X2 = sample(100))
estFun <- function(df){lm(Y ~ X1 + X2, data = df)}
``````

If I split that in two subsets on both sides of the median, I manage with two lines:

``````fitsLo <- estFun(df[df\$Y < median(df\$Y),])
fitsHi <- estFun(df[df\$Y > median(df\$Y),])
``````

However, I would like to find a more general solution where I could arbitrarily choose the number of quantiles and perhaps with `lapply()` form a list of fits.

You can use `findInterval` in combination with `by`;

``````by(df,findInterval(df\$Y,quantile(df\$Y,c(0.25,0.5,0.75))),estFun)
``````

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