Click or drag to resize

ArrayStatisticsQuantileInplace(Double, Double) Method

Estimates the tau-th quantile from the unsorted data array. The tau-th quantile is the data value where the cumulative distribution function crosses tau. Approximately median-unbiased regardless of the sample distribution (R8). WARNING: Works inplace and can thus causes the data array to be reordered.

Namespace: Altaxo.Calc.Statistics
Assembly: AltaxoCore (in AltaxoCore.dll) Version: 4.8.3572.0 (4.8.3572.0)
Syntax
C#
public static double QuantileInplace(
	double[] data,
	double tau
)

Parameters

data  Double
Sample array, no sorting is assumed. Will be reordered.
tau  Double
Quantile selector, between 0.0 and 1.0 (inclusive).

Return Value

Double
The quantile value corresponding to tau, or NaN if the input is invalid.
Remarks
R-8, SciPy-(1/3,1/3): Linear interpolation of the approximate medians for order statistics. When tau < (2/3) / (N + 1/3), use x1. When tau >= (N - 1/3) / (N + 1/3), use xN.
See Also