pm_sampleQuan Module Reference

This module contains procedures and data types for computing sample quantile.
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Data Types
interface	getQuan
	Generate and return the approximate sample quantile for the given method at the specified probabilities. More...

Variables
character(*, SK), parameter	MODULE_NAME = "@pm_sampleQuan"

Detailed Description

This module contains procedures and data types for computing sample quantile.

Quantiles are cut points dividing the range of a probability distribution into continuous intervals with equal probabilities, or dividing the observations in a sample in the same way.
There is one fewer quantile than the number of groups created.
Common quantiles have special names, such as quartiles (four groups), deciles (ten groups), and percentiles (100 groups).
The groups created are termed halves, thirds, quarters, etc., though sometimes the terms for the quantile are used for the groups created, rather than for the cut points.

Q-quantiles are values that partition a finite set of values into \(q\) subsets of (nearly) equal sizes.
There are \(q − 1\) partitions of the \(q\)-quantiles, one for each integer \(k\) satisfying \(0 < k < q\).
In some cases the value of a quantile may not be uniquely determined, as can be the case for the median ( \(2\)-quantile) of a uniform probability distribution on a set of even size.
Quantiles can also be applied to continuous distributions, providing a way to generalize rank statistics to continuous variables.
When the cumulative distribution function of a random variable is known, the \(q\)-quantiles are the application of the quantile function (the inverse function of the cumulative distribution function) to the values \(\{1/q, 2/q, …, (q − 1)/q\}\).

See also

pm_sampling
pm_sampleACT
pm_sampleCCF
pm_sampleCor
pm_sampleCov
pm_sampleConv
pm_sampleECDF
pm_sampleMean
pm_sampleNorm
pm_sampleQuan
pm_sampleScale
pm_sampleShift
pm_sampleWeight
pm_sampleAffinity
pm_sampleVar
pm_polation

Test:

test_pm_sampleQuan

Final Remarks ⛓

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Copyright

Computational Data Science Lab

Author:

Amir Shahmoradi, Tuesday March 7, 2017, 3:50 AM, Institute for Computational Engineering and Sciences (ICES), The University of Texas at Austin

Variable Documentation

MODULE_NAME

character(*, SK), parameter pm_sampleQuan::MODULE_NAME = "@pm_sampleQuan"

Definition at line 74 of file pm_sampleQuan.F90.