Click or drag to resize

DescriptiveStatisticsQuantileTSource Method (IEnumerableTSource, Double, FuncTSource, 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 double Quantile<TSource>(
	this IEnumerable<TSource> data,
	double pValue,
	Func<TSource, double> selector,
	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.
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).
See Also