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