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DescriptiveStatisticsQuantileOrDefault Method (IEnumerableNullableInt64, 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.GenericIEnumerableNullableInt64
Reference to a container object.
pValue
Type: SystemDouble
Quantile level. Value from [0..1] inclusive.
defaultValue (Optional)
Type: SystemDouble
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 IEnumerableNullableInt64. 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