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SortedArrayStatisticsQuantile Method
Estimates the tau-th quantile from the sorted data array (ascending). The tau-th quantile is the data value where the cumulative distribution function crosses tau. Approximately median-unbiased regardless of the sample distribution (R8).

Namespace:  MathNet.Numerics.Statistics
Assembly:  MathNet.Numerics (in MathNet.Numerics.dll) Version: 3.7
Syntax
C#
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public static double Quantile(
	double[] data,
	double tau
)

Parameters

data
Type: SystemDouble
Sample array, must be sorted ascendingly.
tau
Type: SystemDouble
Quantile selector, between 0.0 and 1.0 (inclusive).

Return Value

Type: Double

[Missing <returns> documentation for "M:MathNet.Numerics.Statistics.SortedArrayStatistics.Quantile(System.Double[],System.Double)"]

Remarks
R-8, SciPy-(1/3,1/3): Linear interpolation of the approximate medians for order statistics. When tau < (2/3) / (N + 1/3), use x1. When tau >= (N - 1/3) / (N + 1/3), use xN.
See Also