QUANTILE_THRESHOLD
Name
QUANTILE_THRESHOLD
Purpose
This function estimates the thresholds in the input data array
corresponding to the specified quantiles.
Category
Statistics
Calling Sequence
result = quantile_threshold( data, quantile )
Inputs
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
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
RESULT: A numerical array containing the N_QUANTILE threshold values
corresponding to the N_QUANTILE quantiles in DATA as specified in
QUANTILE.
Uses
-
Procedure
This function estimates the thresholds corresponding to the quantiles
using method #5 as documented in R.
Example
data = randomn( 2, 100 )
quantile = [ 0.05, 0.95 ]
result = quantile_threshold( data, quantile )
Modification History
Written by: Daithi Stone (dstone@lbl.gov), 2012-05-31
Modified: DAS, 2012-07-05 (Added PRESORTED keyword)