public static double QuantileOrDefault<TSource>(
	this IEnumerable<TSource> data,
	double pValue,
	Func<TSource, double> selector,
	double defaultValue = 0,
	bool checkForAbnormals = false
)

Parameters

data: Type: System.Collections.GenericIEnumerableTSource
Reference to a container object.
pValue: Type: SystemDouble
Quantile level. Value from [0..1] inclusive.
selector: Type: SystemFuncTSource, Double
A transform function to apply to each element.
defaultValue (Optional): Type: SystemDouble
The default value to return of calculation fail.
checkForAbnormals (Optional): Type: SystemBoolean
Check is array contains NaN values and properly process them.

Type Parameters

TSource: The source data type.

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 IEnumerableTSource. 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).

Reference

DescriptiveStatistics Class

QuantileOrDefault Overload

FinMath.Statistics Namespace