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DescriptiveStatistics.Quantile Method (IEnumerable<Single> , Double, Boolean)
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 float Quantile(
	this IEnumerable<float> data,
	double pValue,
	bool checkForAbnormals = false
)

Parameters

data
Type: System.Collections.Generic.IEnumerable<Single>
Reference to a container object.
pValue
Type: System.Double
Quantile level. Value from [0..1] inclusive.
checkForAbnormals (Optional)
Type: System.Boolean
Check is array contains NaN values and properly process them.

Return Value

Type: Single
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<Single>. 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