EmpiricalQuantiles Class |
Namespace: Imsl.Stat
The EmpiricalQuantiles type exposes the following members.
Name | Description | |
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EmpiricalQuantiles |
Computes empirical quantiles.
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Name | Description | |
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Equals | Determines whether the specified object is equal to the current object. (Inherited from Object.) | |
Finalize | Allows an object to try to free resources and perform other cleanup operations before it is reclaimed by garbage collection. (Inherited from Object.) | |
GetHashCode | Serves as a hash function for a particular type. (Inherited from Object.) | |
GetQ |
Returns the empirical quantiles.
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GetType | Gets the Type of the current instance. (Inherited from Object.) | |
GetXHi |
Returns the smallest element of x greater than or equal to the desired quantile.
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GetXLo |
Returns the largest element of x less than or equal to the
desired quantile.
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MemberwiseClone | Creates a shallow copy of the current Object. (Inherited from Object.) | |
ToString | Returns a string that represents the current object. (Inherited from Object.) |
Name | Description | |
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TotalMissing |
The total number of missing values.
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The class EmpiricalQuantiles determines the empirical quantiles, as indicated in the array qProp, from the data in x. The algorithm first checks to see if x is sorted; if x is not sorted, the algorithm does either a complete or partial sort, depending on how many order statistics are required to compute the quantiles requested. The algorithm returns the empirical quantiles and, for each quantile, the two order statistics from the sample that are at least as large and at least as small as the quantile. For a sample of size n, the quantile corresponding to the proportion p is defined as
where , , and , is the j-th order statistic, if ; otherwise, the empirical quantile is the smallest or largest order statistic.