1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
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
|