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quantilese

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quantilese

by Ben Petschel

 

16 Jun 2011

determines quantiles of data and their standard errors or confidence intervals

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Description

Usage:

  [q,se]=quantilese(x,p)
  [q,ql,qu]=quantilese(x,p,a)

This determines the quantiles corresponding to probability P in the data set X, along with either their standard errors or confidence intervals at level A. The standard errors are calculated using the Maritz-Jarrett method and the confidence intervals are calculated by normal approximation.

NOTE: Q1=quantilese(X,P) is not the same as Q2=prctile(X,100*P). Here Q1=XS(M1) whereas Q2 is interpolated between XS(floor(M2)) and XS(ceil(M2)) where X is of length N, XS is the sorted X, M1=round(N*P) and M2=N*P+1/2.

This function does not require the Statistics toolbox.

MATLAB release MATLAB 7.10 (2010a)
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Tag Applied By Date/Time
quantile Ben Petschel 16 Jun 2011 09:41:18
standard error Ben Petschel 16 Jun 2011 09:41:18
confidence interval Ben Petschel 16 Jun 2011 09:41:18
percentile Ben Petschel 16 Jun 2011 09:41:18

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