quantile() [2/2]

template<typename T , typename Tp , require_all_vector_t< T, Tp > * = nullptr, require_vector_vt< std::is_arithmetic, T > * = nullptr, require_std_vector_vt< std::is_arithmetic, Tp > * = nullptr>

std::vector< double > stan::math::quantile ( const T &  samples_vec, const Tp &  ps  )

inline

Return sample quantiles corresponding to the given probabilities.

The smallest observation corresponds to a probability of 0 and the largest to a probability of 1.

Implements algorithm 7 from Hyndman, R. J. and Fan, Y., Sample quantiles in Statistical Packages (R's default quantile function)

Template Parameters

T	An Eigen type with either fixed rows or columns at compile time, or std::vector<double>
Tp	Type of probabilities vector

Parameters

samples_vec	Numeric vector whose sample quantiles are wanted
ps	Vector of probability with value between 0 and 1.

Returns

Sample quantiles, one for each p in ps.

Exceptions

std::invalid_argument	If any of the values are NaN or size 0.
std::domain_error	If p<0 or p>1 for any p in ps.

Definition at line 81 of file quantile.hpp.