NAG FL Interface
g01amf (quantiles)

1 Purpose

2 Specification

3 Description

4 References

5 Arguments

1: $\mathbf{n}$ – Integer Input

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

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

2: $\mathbf{rv}\left(\mathbf{n}\right)$ – Real (Kind=nag_wp) array Input/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: $\mathbf{nq}$ – Integer Input

On entry: the number of quantiles requested.

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

4: $\mathbf{q}\left(\mathbf{nq}\right)$ – Real (Kind=nag_wp) array Input

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:

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

5: $\mathbf{qv}\left(\mathbf{nq}\right)$ – Real (Kind=nag_wp) array Output

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

6: $\mathbf{ifail}$ – Integer Input/Output

On entry: ifail must be set to $0$, $-1$ or $1$ to set behaviour on detection of an error; these values have no effect when no error is detected.

A value of $0$ causes the printing of an error message and program execution will be halted; otherwise program execution continues. A value of $-1$ means that an error message is printed while a value of $1$ means that it is not.

If halting is not appropriate, the value $-1$ or $1$ is recommended. If message printing is undesirable, then the value $1$ is recommended. Otherwise, the value $0$ is recommended. When the value $-\mathbf{1}$ or $\mathbf{1}$ is used it is essential to test the value of ifail on exit.

On exit: $\mathbf{ifail}=\mathbf{0}$ unless the routine detects an error or a warning has been flagged (see Section 6).

6 Error Indicators and Warnings

$\mathbf{ifail}=1$

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

$\mathbf{ifail}=2$

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

$\mathbf{ifail}=3$

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

$\mathbf{ifail}=4$

On entry, q was not in ascending order.

$\mathbf{ifail}=5$

Internal error. Please contact NAG.

$\mathbf{ifail}=-99$

An unexpected error has been triggered by this routine. Please contact NAG.

See Section 7 in the Introduction to the NAG Library FL Interface for further information.

$\mathbf{ifail}=-399$

Your licence key may have expired or may not have been installed correctly.

See Section 8 in the Introduction to the NAG Library FL Interface for further information.

$\mathbf{ifail}=-999$

Dynamic memory allocation failed.

See Section 9 in the Introduction to the NAG Library FL Interface for further information.

7 Accuracy

8 Parallelism and Performance

9 Further Comments

10 Example

10.1 Program Text

10.2 Program Data

10.3 Program Results