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Inverse Percentiles of a sample.

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Inverse Percentiles of a sample.

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04 Apr 2013 (Updated )

Calculates the non-exceedance probability (inverse of prctile) for xq values from sample of data x.

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Description

USAGE
         p = INVPRCTILE(x,xq)
         p = INVPRCTILE(x,xq,dim)
         p = INVPRCTILE(x,xq,dim,plot_pos)
        
 INPUT:
    x - Vector or Matrix of sample data
    q - Values for non-exceedance probabilities to be computed.
        q can be scalar or vector
 dim - Dimension for matrix to be worked for non-exceedance probability
plot_pos - plotting positions that determine interpolation method

 OUTPUT:
    p - Non-exceedance probabilities values for q.

When x is a vector, p is the same size as xq, and p(i) contains the non-exceedance probability for xq(i) value.

When x is a matrix, the i-th row of p contains
the non-exceedance probability for xq(i)-values of each column of x.

For N-D arrays, INVPRCTILE operates along the first non-singleton dimension.
                    
 EXAMPLES:
    x = rand(100,1);
    q = [0.1 0.25 0.8];
    p = invprctile(x,q);
    % Check with prctile to get back the same results
    qvalues = prctile(x,p)

MATLAB release MATLAB 8.0 (R2012b)
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Comments and Ratings (2)
05 Mar 2014 Julia Mikhalevsky  
09 Sep 2013 Terry

Nice one! Seems to work well.

Would be nice to add a check that if only one argin is entered (one column/vector) - then it calcs inverse prctile on each entry of the column/vector.

For example, I have a vector
myvector=[0.8 0.5 .2 0.6 0.8 0.5 0.3 0.6 0.9 1.3]'
and I want to find what percentile each corresponds to, so I run
invprctile(myvector,myvector)

It would be a bit cleaner to be able to just call invprctile(myvector)

Updates
05 Apr 2013

Bug fixing for not strictly monotonic increasing x values

11 Sep 2014

1. Fixing behaviour of unique function after MATLAB R2012b

2. Possibility to use different plotting position

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