Fortran function for quantiles

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Fortran function for quantiles

DHIMAN BHADRA
Hi,
I was wondering whether there is any Fortran function or associated library
for evaluating the quantiles of a set of values (something which the
R-function quantile() does). Any help will be much appreciated.
Thanks and regards,
Dhiman Bhadra

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Re: Fortran function for quantiles

RKoenker
You could look at the function kuantile() in the package quantreg
and the associated fortran code dsel05.f which implements a version
of the Floyd and Rivest (CACM, 1975) algorithm.


url:    www.econ.uiuc.edu/~roger            Roger Koenker
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On Jul 13, 2009, at 6:24 PM, DHIMAN BHADRA wrote:

> Hi,
> I was wondering whether there is any Fortran function or associated  
> library
> for evaluating the quantiles of a set of values (something which the
> R-function quantile() does). Any help will be much appreciated.
> Thanks and regards,
> Dhiman Bhadra
>
> [[alternative HTML version deleted]]
>
> ______________________________________________
> [hidden email] mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

______________________________________________
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https://stat.ethz.ch/mailman/listinfo/r-help
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and provide commented, minimal, self-contained, reproducible code.