Name

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    QUANTILE_THRESHOLD

Purpose

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    This function estimates the thresholds in the input data array
    corresponding to the specified quantiles.

Category

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    Statistics

Calling Sequence

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    result = quantile_threshold( data, quantile )

Inputs

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    DATA: A numerical array of data, of size N_DATA.
    QUANTILE: A floating point vector listing quantiles to find in DATA.
        Values must be within [0,1]. Of length N_QUANTILE

Keyword Parameters

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    PRESORTED: If set then the function assumes that the values in DATA have
        already been sorted in ascending order, thus running more efficiently.
        The default is to assume that they have not been sorted and thus to
        spend some time sorting them.

Outputs

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    RESULT: A numerical array containing the N_QUANTILE threshold values
        corresponding to the N_QUANTILE quantiles in DATA as specified in
        QUANTILE.

Uses

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    -

Procedure

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    This function estimates the thresholds corresponding to the quantiles
    using method #5 as documented in R.

Example

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    data = randomn( 2, 100 )
    quantile = [ 0.05, 0.95 ]
    result = quantile_threshold( data, quantile )

Modification History

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    Written by: Daithi Stone (dstone@lbl.gov), 2012-05-31
    Modified: DAS, 2012-07-05 (Added PRESORTED keyword)