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celestlab >> Math > CL_quantile

CL_quantile

Quantiles of a data set (inverse of cumulative distribution function)

Calling Sequence

y = CL_quantile(x, p [[, orient]])

Description

Parameters

x:

Data set (MxN)

p:

Probabilities (1xP)

orient:

(string, optional) Quantile direction: "m", "c", or "r". Default is "m". (1x1)

y:

Quantiles: (1xP) if orient = "m", (MxP) if orient = "c", (PxN) if orient = "r".

Authors

Bibliography

Examples

// Random gaussian sample
N = 1000;
m = 0;  // mean
sd = 1; // standard deviation
x = grand(1, N, "nor", m, sd);

// Probability values
p = [0.6827, 0.9545, 0.9973];
y = CL_quantile(abs(x), p) // close to [1, 2, 3]

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