[R] Fortran function for quantiles

[roger koenker]

You could look at the function kuantile() in the package quantreg
and the associated fortran code dsel05.f which implements a version
of the Floyd and Rivest (CACM, 1975) algorithm.


url:    www.econ.uiuc.edu/~roger            Roger Koenker
email    rkoenker at uiuc.edu            Department of Economics
vox:     217-333-4558                University of Illinois
fax:       217-244-6678                Urbana, IL 61801



On Jul 13, 2009, at 6:24 PM, DHIMAN BHADRA wrote:

> Hi,
> I was wondering whether there is any Fortran function or associated  
> library
> for evaluating the quantiles of a set of values (something which the
> R-function quantile() does). Any help will be much appreciated.
> Thanks and regards,
> Dhiman Bhadra
>
> 	[[alternative HTML version deleted]]
>
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