IMSL C# Numerical Library

EmpiricalQuantiles.GetQ Method 

Returns the empirical quantiles.

public double[] GetQ();

Return Value

A double array of length qProp.Length containing the empirical quantiles.

Remarks

Q[i] corresponds to the empirical quantile at proportion qProp[i]. The quantiles are determined by linear interpolation between adjacent ordered sample values.

See Also

EmpiricalQuantiles Class | Imsl.Stat Namespace