[R] Diff btw percentile and quantile

Dieter Menne dieter.menne at menne-biomed.de
Wed Mar 4 15:37:48 CET 2009


megh <megh700004 <at> yahoo.com> writes:


 
> To calculate Percentile for a set of observations Excel has percentile()
> function. R function quantile() does the same thing. Is there any
> significant difference btw percentile and quantile?

If you check the documentation of quantile, you will note that there are 9
variants of quantile which may give different values for small sample
sizes and many ties.

I found a German page that explains the algorithm Excel uses:

http://www.excel4managers.de/index.php?page=quantile01

but I did not check if which of the R-variants this is equivalent to.

Dieter




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