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Stixbox >> Stixbox > Miscellaneous > quantile

quantile

Empirical quantile (percentile).

Calling Sequence

q = quantile(x,p [,method])

Parameters

x

vector or matrix of reals

p

probability (scalar or vector of probabilities numbers)

q

matrix.

method

The empirical quantile is computed by one of three ways determined by a third input argument (with default 1).

1: Interpolation so that F(X_(k)) == (k-0.5)/n.

2: Interpolation so that F(X_(k)) == k/(n+1).

3: Based on the empirical distribution.

Description

the empirical quantile of the sample x, a value that is greater than p percent of the values in x.

If input x is a matrix then the quantile is computed for every column. If p is a vector then q is a matrix, each line contain the quantiles computed for a value of p.

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