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# quantile

Quantiles of a data set

## Description

example

Y = quantile(X,p) returns quantiles of the values in data vector or matrix X for the cumulative probability or probabilities p in the interval [0,1].

• If X is a vector, then Y is a scalar or a vector having the same length as p.

• If X is a matrix, then Y is a row vector or a matrix where the number of rows of Y is equal to the length of p.

• For multidimensional arrays, quantile operates along the first nonsingleton dimension of X.

example

Y = quantile(X,p,dim) returns quantiles along dimension dim.

example

Y = quantile(X,N) returns quantiles for N evenly spaced cumulative probabilities (1/(N + 1), 2/(N + 1), ..., N/(N + 1)) for integer N>1.

• If X is a vector, then Y is a scalar or a vector with length N.

• If X is a matrix, then Y is a matrix where the number of rows of Y is equal to N.

• For multidimensional arrays, quantile operates along the first nonsingleton dimension of X.

example

Y = quantile(X,N,dim) returns quantiles at the N evenly-spaced cumulative probabilities (1/(N+1), 2/(N+1), ..., N/(N+1)) for integer N>1 along dimension dim.

## Examples

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### Quantiles for Given Probabilities

Calculate the quantiles of a data set for specified probabilities.

Generate a data set of size 10.

```rng('default'); % for reproducibility
x = normrnd(0,1,1,10)
```
```x =
0.5377    1.8339   -2.2588    0.8622    0.3188   -1.3077   -0.4336    0.3426    3.5784    2.7694
```

Calculate the 0.3 quantile.

`y = quantile(x,0.30) `
```y =
-0.0574
```

Calculate the quantiles for the cumulative probabilities 0.025, 0.25, 0.5, 0.75, and 0.975.

`y = quantile(x,[0.025 0.25 0.50 0.75 0.975]) `
```y =
-2.2588   -0.4336    0.4401    1.8339    3.5784
```

### Quantiles of a Matrix for Given Probabilities

Calculate the quantiles along the columns and rows of a data matrix for specified probabilities.

Generate a 4-by-6 data matrix.

```rng('default'); % for reproducibility
X = normrnd(0,1,4,6)
```
```X =
0.5377    0.3188    3.5784    0.7254   -0.1241    0.6715
1.8339   -1.3077    2.7694   -0.0631    1.4897   -1.2075
-2.2588   -0.4336   -1.3499    0.7147    1.4090    0.7172
0.8622    0.3426    3.0349   -0.2050    1.4172    1.6302
```

Calculate the 0.3 quantile for each column of X (dim = 1).

`y = quantile(x,0.3,1) `
```y =
-0.3013   -0.6958    1.5336   -0.1056    0.9491    0.1078
```

quantile returns a row vector y when calculating one quantile for each column of a matrix. For example, -0.3013 is the 0.3 quantile of the first column of X with elements (0.5377, 1.8339, -2.2588, 0.8622). y = quantile(X,0.3) returns the same answer because the default value of dim is 1.

Calculate the 0.3 quantile for each row of X (dim = 2).

`y = quantile(x,0.3,2)`
```y =
0.3844
-0.8642
-1.0750
0.4985
```

quantile returns a column vector y when calculating one quantile for each row of a matrix. For example 0.3844 is the 0.3 quantile of the first row of X with elements (0.5377, 0.3188, 3.5784, 0.7254, -0.1241, 0.6715).

### Quantiles for N Evenly Spaced Cumulative Probabilities

Calculate the quantiles of a data set for a given number of quantiles.

Generate a data set of size 10.

```rng('default'); % for reproducibility
x = normrnd(0,1,1,10)
```
```x =
0.5377    1.8339   -2.2588    0.8622    0.3188   -1.3077   -0.4336    0.3426    3.5784    2.7694
```

Calculate four evenly spaced quantiles.

`y = quantile(x,4)`
```y =
-0.8706    0.3307    0.6999    2.3017```

Using y = quantile(x,[0.2,0.4,0.6,0.8]) is another way to return the four evenly spaced quantiles.

### Quantiles of a Matrix for Given Number of Quantiles

Calculate the N evenly spaced quantiles along the columns and rows of a data matrix.

Generate a 6-by-10 data matrix.

```rng('default');  % for reproducibility
X = unidrnd(10,6,7)
```
```X =

9     3    10     8     7     8     7
10     6     5    10     8     1     4
2    10     9     7     8     3    10
10    10     2     1     4     1     1
7     2     5     9     7     1     5
1    10    10    10     2     9     4```

Calculate three evenly spaced quantiles for each column of X (dim = 1).

`y = quantile(X,3,1) `
```y =

2.0000    3.0000    5.0000    7.0000    4.0000    1.0000    4.0000
8.0000    8.0000    7.0000    8.5000    7.0000    2.0000    4.5000
10.0000   10.0000   10.0000   10.0000    8.0000    8.0000    7.0000```

Each column of matrix y corresponds to the three evenly spaced quantiles of each column of matrix X. For example, the first column of y with elements (2, 8, 10) has the quantiles for the first column of X with elements (9, 10, 2, 10, 7, 1). y = quantile(X,3) returns the same answer because the default value of dim is 1.

Calculate three evenly spaced quantiles for each row of X (dim = 2).

`y = quantile(X,3,2)`
```y =

7.0000    8.0000    8.7500
4.2500    6.0000    9.5000
4.0000    8.0000    9.7500
1.0000    2.0000    8.5000
2.7500    5.0000    7.0000
2.5000    9.0000   10.0000
```

Each row of matrix y corresponds to the three evenly spaced quantiles of each row of matrix X. For example, the first row of y with elements (7, 8, 8.75) has the quantiles for the first column of X with elements (9, 3, 10, 8, 7, 8, 7).

### Median and Quartiles for Even Number of Data Elements

Find median and quartiles of a vector, x, with even number of elements.

Enter the data.

`x = [2 5 6 10 11 13]`
```x =
2     5     6    10    11    13
```

Calculate the median of x.

`y = quantile(x,0.50) `
```y =
8
```

Calculate the quartiles of x.

`y = quantile(x,[0.25, 0.5, 0.75]) `
```y =
5     8    11
```

Using y = quantile(x,3) is another way to compute the quartiles of x.

These results might be different than the textbook definitions because quantile uses linear interpolation to find the median and quartiles.

### Median and Quartiles for Odd Number of Data Elements

Find median and quartiles of a vector, x, with odd number of elements.

Enter the data.

`x = [2 4 6 8 10 12 14]`
```x =

2     4     6     8    10    12    14```

Find the median of x.

`y = quantile(x,0.50)`
```y =
8
```

Find the quartiles of x.

`y = quantile(x,[0.25, 0.5, 0.75])`
```y =
4.5000    8.0000   11.5000
```

Using y = quantile(x,3) is another way to compute the quartiles of x.

These results might be different than the textbook definitions because quantile uses linear interpolation to find the median and quartiles.

## Input Arguments

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### X — Input datavector | array

Input data, specified as a vector or array.

Data Types: double | single

### p — Cumulative probabilitiesscalar | vector

Cumulative probabilities, for which to compute the quantiles, specified as a scalar or vector of scalars from 0 to 1.

Example: 0.3

Example: [0.25, 0.5, 0.75]

Example: (0:0.25:1)

Data Types: double | single

### N — Number of quantilespositive integer

Number of quantiles to compute, specified as a positive integer. quantile returns N quantiles that divide the data set into evenly distributed N+1 segments.

Data Types: double | single

### dim — Dimension 1 (default) | positive integer

Dimension along which the quantiles of a matrix X are required, specified as a positive integer. For example, for a matrix X, when dim = 1, quantile returns the quantile(s) of the columns of X and when dim = 2, quantile returns the quantile(s) of the rows of X. For a multidimensional array X, the length of the dimth dimension of Y is same as length of p.

## Output Arguments

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### Y — Quantilesscalar | array

Quantiles of a data vector or matrix, returned as a scalar or array for one or multiple values of cumulative probabilities.

• If X is a vector, then Y is a scalar or a vector with the same length as the number of quantiles required (N or length(p)). Y(i) contains the p(i) quantile.

• If X is a matrix, then Y is a vector or a matrix with the length of dimth dimension equal to the number of quantiles required (N or length(p)). When dim = 1, for example, the ith row of Y contains the p(i) quantiles of columns of X.

• If X is an array of dimension d, then Y is an array with the length of dimth dimension equal to the number of quantiles required (N or length(p)).

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### Multidimensional Array

A multidimensional array is an array with more than two dimensions. For example, if X is a 1-by-3-by-4 array, then X is a 3-D array.

### First Nonsingleton Dimension

A first nonsingleton dimension is the first dimension of an array whose size is not equal to 1. For example, if X is a 1-by-2-by-3-by-4 array, then the second dimension is the first nonsingleton dimension of X.

### Linear Interpolation

Linear interpolation uses linear polynomials to find yi = f(xi), the values of the underlying function Y = f(X) at the points in the vector or array x. Given the data points (x1, y1) and (x2, y2), where y1 = f(x1) and y2 = f(x2), linear interpolation finds y = f(x) for a given x between x1 and x2 as follows:

Similarly, if the 1.5/n quantile is y1.5/n and the 2.5/n quantile is y2.5/n, then linear interpolation finds the 2.3/n quantile y2.3/n as

### Algorithms

For an n-element vector X, quantile computes quantiles as follows:

1. The sorted values in X are taken as the (0.5/n), (1.5/n), ..., ([n – 0.5]/n) quantiles. For example:

• For a data vector of five elements such as {6, 3, 2, 10, 1}, the sorted elements {1, 2, 3, 6, 10} respectively correspond to the 0.1, 0.3, 0.5, 0.7, 0.9 quantiles.

• For a data vector of six elements such as {6, 3, 2, 10, 8, 1}, the sorted elements {1, 2, 3, 6, 8, 10} respectively correspond to the (0.5/6), (1.5/6), (2.5/6), (3.5/6), (4.5/6), (5.5/6) quantiles.

2. quantile uses Linear interpolation to compute quantiles for probabilities between (0.5/n) and ([n – 0.5]/n).

3. For the quantiles corresponding to the probabilities outside that range, quantile assigns the minimum or maximum values in X.

quantile treats NaNs as missing values and removes them.