File: perctl.sci

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// Scilab ( http://www.scilab.org/ ) - This file is part of Scilab
// Copyright (C) 2000 - INRIA - Carlos Klimann
// Copyright (C) 2010 - DIGITEO - Yann COLLETTE
// 
// This file must be used under the terms of the CeCILL.
// This source file is licensed as described in the file COPYING, which
// you should have received as part of this distribution.  The terms
// are also available at
// http://www.cecill.info/licences/Licence_CeCILL_V2-en.txt
// 

function [p]=perctl(x,y)
  
//compute the matrix p  of percentils (in increasing  order,
//column first) of the real  vector or matrix x indicated by
//the entries of  y, the  values of entries   of  y must  be
//positive integers between 0 and 100.  p  is a matrix whose
//type is length(y)x2 and   the content of its first  column
//are the  percentils values.   The contents of   its second
//column  are the places  of the computed percentiles in the
//input matrix x.
//
//References:  HYNDMAN,Rob  J.   and  FAN  Yanan,  Sample
//Quantiles   in  Statistical   Packages,   The  American
//Statistician, Nov.1996, Vol 50, No.4
//
//fixed: 2006-06-12 ( Pierre MARECHAL, Scilab Team )

  [lhs,rhs]=argn(0)
  if rhs<>2 then
    error(msprintf(gettext("%s: Wrong number of input arguments: %d expected.\n"),"perctl",2));
  end
  if x==[]|y==[] then p=[];return;end
  if find((y-int(y)))<>[]|max(y)>100|min(y)<1 then
    error(msprintf(gettext("%s: Wrong value for input argument #%d: Must be between %d and %d.\n"),"perctl",2,1,100))
  end
  if type(x)<>1 then
    error(msprintf(gettext("%s: Wrong type for input argument #%d: Numerical expected.\n"),"perctl",1))
  end
  lenx = size(x)
  lx   = prod(lenx)
  [val,pos] = gsort(x)
  x1 = [matrix(val,lx,1) matrix(pos,lx,1)]
  x1 = x1(lx-[0:lx-1],:)
  ly = length(y)
  y  = gsort((matrix(y,ly,1)/100)*(lx+1))
  y  = y(ly-[0:ly-1])
    
  // Now we test if there is enough sample for each asked fractions.
    
  test1 = find(max(floor(y),1) == 1);
  y(test1) = 1;
    
  test2 = find(min(ceil(y),lx) == lx);
  y(test2) = lx;
    
  p = x1(floor(y),:)
  w = find(ceil(y)-floor(y)<>0)

  if w<>[] then
    p(w,1) = ((x1(ceil(y(w)),1)-x1(floor(y(w)),1)).*(y(w)-floor(y(w)))+x1(floor(y(w)),1));
  end
endfunction