Syntax

C#
[SerializableAttribute] public class EmpiricalQuantiles

Visual Basic (Declaration)
<SerializableAttribute> _ Public Class EmpiricalQuantiles

Visual C++
[SerializableAttribute] public ref class EmpiricalQuantiles

Remarks

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

$Q(p) = (1 - f)x_{(j)} + fx_{(j+1)}$

where $j = \lfloor p(n+1) \rfloor$ ,

, and $x_{(j)}$ , is the j-th order statistic, if $1 \leq j \le n$ ; otherwise, the empirical quantile is the smallest or largest order statistic.

Inheritance Hierarchy

System..::.Object
Imsl.Stat..::.EmpiricalQuantiles

Syntax

Remarks

Inheritance Hierarchy

See Also