quantileSeries

swordfish.function.quantileSeries()

Return values at the given quantile in X.

Parameters:

• X (Constant) – A numeric vector.

• q (Constant) – A scalar or vector of floating numbers between 0 and 1.

• interpolation (Constant, optional) –

  A string indicating how to interpolate if the quantile is between element i and j in X with i<j. It can take the following values and the default value is ‘linear’.

  • ’linear’ (default): i+(j-i)*fraction, where fraction is the decimal part of q*size(X).

  • ’lower’: i

  • ’higher’: j

  • ’nearest’: i or j whichever is nearest.

  • ’midpoint’: (i+ j)/2