EmpiricalQuantiles Class

Computes empirical quantiles.

Inheritance Hierarchy

SystemObject
Imsl.StatEmpiricalQuantiles

Namespace: Imsl.Stat
Assembly: ImslCS (in ImslCS.dll) Version: 6.5.2.0

Syntax

C++

Copy

[SerializableAttribute]
public class EmpiricalQuantiles

<SerializableAttribute>
Public Class EmpiricalQuantiles

[SerializableAttribute]
public ref class EmpiricalQuantiles

[<SerializableAttribute>]
type EmpiricalQuantiles =  class end

The EmpiricalQuantiles type exposes the following members.

Constructors

	Name	Description
	EmpiricalQuantiles	Computes empirical quantiles.

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Methods

	Name	Description
	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.
	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.
	GetXLo	Returns the largest element of x less than or equal to the desired quantile.
	MemberwiseClone	Creates a shallow copy of the current Object. (Inherited from Object.)
	ToString	Returns a string that represents the current object. (Inherited from Object.)

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Properties

	Name	Description
	TotalMissing	The total number of missing values.

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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.

Reference

Imsl.Stat Namespace

Other Resources

Example