cumpercentile
Syntax
cumpercentile(X, percent, [interpolation='linear'])
Please see Cumulative Window Functions for the parameter description and windowing logic.
Arguments
X is a vector or matrix.
percent is an integer or a floating point number between 0 and 100.
interpolation (optional) is a string indicating the interpolation method to use if the specified percentile is between two elements in X (assuming the i-th and (i+1)-th element in the sorted X) . It can take the following values:
- 
                    
'linear': Return X(i)+(X(t+1)-X(t))*fraction, where fraction = ((percentile100)-(i(size-1)))(1(size-1))
 - 
                    
'lower': Return X(i)
 - 
                    
'higher': Return X(i+1)
 - 
                    
'nearest': Return X(i) or X(i+1) that is closest to the specified percentile
 - 
                    
'midpoint': Return (X(i)+X(i+1))2
 
The default value of interpolation is 'linear'.
Details
- If X is a vector, cumulatively calculate the given percentile of a vector. The calculation ignores NULL values.
 - If X is a matrix, conduct the aforementioned calculation within each column of X. The result is a matrix with the same shape as X.
 
Examples
a=1..10;
cumpercentile(a,25);
// output
[1,1.25,1.5,1.75,2,2.25,2.5,2.75,3,3.25]
cumpercentile(a,25,'lower');
// output
[1,1,1,1,2,2,2,2,3,3]
cumpercentile(a,25,'higher');
// output
[1,2,2,2,2,3,3,3,3,4]
cumpercentile(a,25,'midpoint');
// output
[1,1.5,1.5,1.5,2,2.5,2.5,2.5,3,3.5]
cumpercentile(a,25,'nearest');
// output
[1,1,1,2,2,2,2,3,3,3]
cumpercentile(a,50.5);
// output
[1,1.505,2.01,2.515,3.02,3.525,4.03,4.535,5.04,5.545]
m=matrix(1..10, 11..20);
m;
            | #0 | #1 | 
|---|---|
| 1 | 11 | 
| 2 | 12 | 
| 3 | 13 | 
| 4 | 14 | 
| 5 | 15 | 
| 6 | 16 | 
| 7 | 17 | 
| 8 | 18 | 
| 9 | 19 | 
| 10 | 20 | 
cumpercentile(m,25);
            | #0 | #1 | 
|---|---|
| 1 | 11 | 
| 1.25 | 11.25 | 
| 1.5 | 11.5 | 
| 1.75 | 11.75 | 
| 2 | 12 | 
| 2.25 | 12.25 | 
| 2.5 | 12.5 | 
| 2.75 | 12.75 | 
| 3 | 13 | 
| 3.25 | 13.25 | 
Related functions: percentile
