Name

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    THRESHOLD_QUANTILE

Purpose

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    This function estimates the quantiles of the given thresholds in the input
    data array.

Category

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    Statistics

Calling Sequence

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    result = threshold_quantile( data, threshold )

Inputs

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    DATA: A numerical array of data, of size N_DATA.
    THRESHOLD: A numerical vector listing thresholds to find in DATA and for
        which to estimate their quantiles. Of length N_THRESHOLD

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_THRESHOLD quantile values
        corresponding to the N_THRESHOLD thresholds in DATA as specified in
        THRESHOLD.

Uses

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    -

Procedure

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    This function essentially inverts the method used in
    quantile_threshold.pro.

Example

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    data = randomn( 2, 100 )
    threshold = [ -1., 1. ]
    result = threshold_quantile( data, threshold )

Modification History

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    Written by: Daithi Stone ([email protected]), 2012-06-01
    Modified: DAS, 2012-07-05 (Added PRESORTED keyword)