How do I compute quantiles?

Description

The source code implements the same identical algorithms for quantile estimation (9 derived from Hyndman and Fan’s framework, plus 1 described in Cunnane’s article and 1 one proposed by Filiben) on different software platforms and/or using different programming languages, namely:

• R,
• Python,
• SAS,
• C with the gsl library.

For this purpose, it either extends (wraps) already existing implementations when they exist, or actually reimplements the algorithm(s) from scratch.

Table of Contents

• algorithm: Algorithm(s) used for quantile estimation of sample data.
  • detailed description.
  • references from the literature.
• syntax: Play with parameters in the different languages.
  • common arguments of the quantile estimation.
  • Python method quantile.py.
  • C gsl-based functions quantile*.c.
  • R function quantile.r.
  • SAS macro quantile.sas.
• usage: Run and test the programs.
• service applications: Run a micro web-service for quantile estimation.

About

This source code material is intended as a supporting material for Grazzini and Lamarche’s article referenced below:

• Grazzini J. and Lamarche P. (2017): Production of social statistics… goes social!, in Proc. New Techniques and Technologies for Statistics.

Notice

Copyright (c) 2017, J.Grazzini & P.Lamarche, European Commission.

Licensed under European Union Public License.