One can easily split continuous data into two equally sized groups using
g = x > median(x);
this simple function generalises this idea to more than two roughly equal groups using quantiles/percentiles. It returns a group indicator vector of the same length as the input vector suitable for use with functions like boxplot.
Given n-by-2 matrix of data X, show distribution of second variable within first variable's quartiles
g = group_equally(X(:, 1), 4);
boxplot(X(:, 2), g)
The function is similar to the Stata command "xtile", though might differ due to different definitions of percentiles; this function uses the definition from the reference below.
MATLAB 7.1.0 (R14SP3)
||Doesn't require the Statistics Toolbox, but is probably most useful in conjunction with it.