summaryrefslogtreecommitdiff
path: root/modules/statistics/macros/perctl.sci
diff options
context:
space:
mode:
Diffstat (limited to 'modules/statistics/macros/perctl.sci')
-rwxr-xr-xmodules/statistics/macros/perctl.sci63
1 files changed, 63 insertions, 0 deletions
diff --git a/modules/statistics/macros/perctl.sci b/modules/statistics/macros/perctl.sci
new file mode 100755
index 000000000..8c5369a15
--- /dev/null
+++ b/modules/statistics/macros/perctl.sci
@@ -0,0 +1,63 @@
+// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
+// Copyright (C) 2000 - INRIA - Carlos Klimann
+// Copyright (C) 2010 - DIGITEO - Yann COLLETTE
+//
+// This file must be used under the terms of the CeCILL.
+// This source file is licensed as described in the file COPYING, which
+// you should have received as part of this distribution. The terms
+// are also available at
+// http://www.cecill.info/licences/Licence_CeCILL_V2.1-en.txt
+//
+
+function [p]=perctl(x,y)
+
+ //compute the matrix p of percentils (in increasing order,
+ //column first) of the real vector or matrix x indicated by
+ //the entries of y, the values of entries of y must be
+ //positive integers between 0 and 100. p is a matrix whose
+ //type is length(y)x2 and the content of its first column
+ //are the percentils values. The contents of its second
+ //column are the places of the computed percentiles in the
+ //input matrix x.
+ //
+ //References: HYNDMAN,Rob J. and FAN Yanan, Sample
+ //Quantiles in Statistical Packages, The American
+ //Statistician, Nov.1996, Vol 50, No.4
+ //
+ //fixed: 2006-06-12 ( Pierre MARECHAL, Scilab Team )
+
+ [lhs,rhs]=argn(0)
+ if rhs<>2 then
+ error(msprintf(gettext("%s: Wrong number of input arguments: %d expected.\n"),"perctl",2));
+ end
+ if x==[]|y==[] then p=[];return;end
+ if find((y-int(y)))<>[]|max(y)>100|min(y)<1 then
+ error(msprintf(gettext("%s: Wrong value for input argument #%d: Must be between %d and %d.\n"),"perctl",2,1,100))
+ end
+ if type(x)<>1 then
+ error(msprintf(gettext("%s: Wrong type for input argument #%d: Numerical expected.\n"),"perctl",1))
+ end
+ lenx = size(x)
+ lx = prod(lenx)
+ [val,pos] = gsort(x)
+ x1 = [matrix(val,lx,1) matrix(pos,lx,1)]
+ x1 = x1(lx-[0:lx-1],:)
+ ly = length(y)
+ y = gsort((matrix(y,ly,1)/100)*(lx+1))
+ y = y(ly-[0:ly-1])
+
+ // Now we test if there is enough sample for each asked fractions.
+
+ test1 = find(max(floor(y),1) == 1);
+ y(test1) = 1;
+
+ test2 = find(min(ceil(y),lx) == lx);
+ y(test2) = lx;
+
+ p = x1(floor(y),:)
+ w = find(ceil(y)-floor(y)<>0)
+
+ if w<>[] then
+ p(w,1) = ((x1(ceil(y(w)),1)-x1(floor(y(w)),1)).*(y(w)-floor(y(w)))+x1(floor(y(w)),1));
+ end
+endfunction