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DescriptiveStatistics.QuantileOrDefault Method (IEnumerable<Nullable<Int64> > , Double, Double)
Returns quantile of specified level from container's value. http://en.wikipedia.org/wiki/Quantile

Namespace:  FinMath.Statistics
Assembly:  FinMath (in FinMath.dll) Version: 2.4.7-0a995bd0ea1854c2c868ec3f8dae606c5777e170
Syntax
C#
Copy
public static double QuantileOrDefault(
	this IEnumerable<Nullable<long>> data,
	double pValue,
	double defaultValue = 0
)

Parameters

data
Type: System.Collections.Generic.IEnumerable<Nullable<Int64>>
Reference to a container object.
pValue
Type: System.Double
Quantile level. Value from [0..1] inclusive.
defaultValue (Optional)
Type: System.Double
The default value to return of calculation fail.

Return Value

Type: Double
The quantile value.

Usage Note

In Visual Basic and C#, you can call this method as an instance method on any object of type IEnumerable<Nullable<Int64>>. When you use instance method syntax to call this method, omit the first parameter. For more information, see Extension Methods (Visual Basic) or Extension Methods (C# Programming Guide).
See Also