Empirical quantile (percentile).
q = quantile(x,p [,method])
vector or matrix of reals
probability (scalar or vector of probabilities numbers)
matrix.
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.
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.