NAG C Library Function Document

nag_double_quantiles (g01amc)

1

Purpose

2

Specification

3

Description

4

References

5

Arguments

1:    $\mathbf{n}$ – IntegerInput

On entry: the number of elements in the input vector rv.

Constraint: $\mathbf{n}>0$.

2:    $\mathbf{rv}\left[\mathbf{n}\right]$ – doubleInput/Output

On entry: the vector whose quantiles are to be determined.

On exit: the order of the elements in rv is not, in general, preserved.

3:    $\mathbf{nq}$ – IntegerInput

On entry: the number of quantiles requested.

Constraint: $\mathbf{nq}>0$.

4:    $\mathbf{q}\left[\mathbf{nq}\right]$ – const doubleInput

On entry: the quantiles to be calculated, in ascending order. Note that these must be between $0.0$ and $1.0$, with $0.0$ returning the smallest element and $1.0$ the largest.

Constraints:

• $0.0\le \mathbf{q}\left[\mathit{i}-1\right]\le 1.0$, for $\mathit{i}=1,2,\dots ,\mathbf{nq}$;
• $\mathbf{q}\left[\mathit{i}-1\right]\le \mathbf{q}\left[\mathit{i}\right]$, for $\mathit{i}=1,2,\dots ,\mathbf{nq}-1$.

5:    $\mathbf{qv}\left[\mathbf{nq}\right]$ – doubleOutput

On exit: $\mathbf{qv}\left[i-1\right]$ contains the quantile specified by the value provided in $\mathbf{q}\left[i-1\right]$, or an interpolated value if the quantile falls between two data values.

6:    $\mathbf{fail}$ – NagError *Input/Output

The NAG error argument (see Section 3.7 in How to Use the NAG Library and its Documentation).

6

Error Indicators and Warnings

NE_ALLOC_FAIL

Dynamic memory allocation failed.
See Section 2.3.1.2 in How to Use the NAG Library and its Documentation for further information.

NE_BAD_PARAM

On entry, argument $〈\mathit{\text{value}}〉$ had an illegal value.

NE_INT

On entry, $\mathbf{n}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{n}>0$.

On entry, $\mathbf{nq}=〈\mathit{\text{value}}〉$.
Constraint: $\mathbf{nq}>0$.

NE_INTERNAL_ERROR

An internal error has occurred in this function. Check the function call and any array sizes. If the call is correct then please contact NAG for assistance.
See Section 2.7.6 in How to Use the NAG Library and its Documentation for further information.

NE_NO_LICENCE

Your licence key may have expired or may not have been installed correctly.
See Section 2.7.5 in How to Use the NAG Library and its Documentation for further information.

NE_Q_NOT_ASCENDING

On entry, q was not in ascending order.

NE_Q_OUT_OF_RANGE

On entry, an element of q was less than $0.0$ or greater than $1.0$.

NE_STACK_OVERFLOW

Internal error. Please contact NAG.

7

Accuracy

8

Parallelism and Performance

9

Further Comments

10

Example

10.1

Program Text

Program Text (g01amce.c)

10.2

Program Data

Program Data (g01amce.d)

10.3

Program Results

Program Results (g01amce.r)