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QUANTILE_THRESHOLD

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)



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