Group Equally

Categorise data into quantiles

Description

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.

Example:
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.

Reference:
http://www.bmj.com/content/309/6960/996.full

• MATLAB release: MATLAB 7.1.0 (R14SP3)
• Other requirements: Doesn't require the Statistics Toolbox, but is probably most useful in conjunction with it.