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DescriptiveStatisticsQuantile Method (IEnumerableSingle, 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.GenericIEnumerableSingle
Reference to a container object.
pValue
Type: SystemDouble
Quantile level. Value from [0..1] inclusive.
checkForAbnormals (Optional)
Type: SystemBoolean
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 IEnumerableSingle. 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