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:
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.
- syntax: Play with parameters in the different languages.
- common arguments of the quantile estimation.
Python
methodquantile.py
.C
gsl
-based functionsquantile*.c
.R
functionquantile.r
.SAS
macroquantile.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.