Function Quantile

Part of:

package cl-mathstats
( quantile &rest < args > )
QUANTILE (DATA Q &KEY START END KEY)
Returns the element which is the q'th percentile of the data when accessed by `key.' That is, it returns the element such that `q' of the data is smaller than it and 1-`q' is above it, where `q' is a number between zero and one, inclusive. For example, if `q' is .5, this returns the median; if `q' is 0, this returns the minimum (although the `minimum' function is more efficient). This function uses the bisection method, doing linear interpolation between elements i and i+1, where i=floor(q(n-1)). See the manual for more information. The function returns three values: the interpolated quantile and the two elements that determine the interval it was interpolated in. If the quantile was exact, the second two values are the same element of the data.