Quantile
Enumerates the methods that can be used to compute quantiles.
Definition
Namespace: Numerics.NET.DataAnalysis
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.1.2
C#
Assembly: Numerics.NET (in Numerics.NET.dll) Version: 9.1.2
public enum QuantileTypeRemarks
Many different definitions are used to compute the quantile. This type enumerates the options supported by Numerics.NET. The definitions are taken from Hyndman & Fan (see reference below). They correspond to the possible values for the argument of the same type to the quantile function in R.
Reference: Hyndman, R. J. and Fan, Y. (1996) Sample quantiles in statistical packages, American Statistician 50, 361--365.
Members
| InvertedCdf | 1 | Inverse of empirical distribution function. |
| AveragedInvertedCdf | 2 | Inverse of empirical distribution function but with averaging at discontinuities. |
| ClosestObservation | 3 | The nearest even order statistic. This is the definition used by the SAS software. |
| InterpolatedInvertedCdf | 4 | Linear interpolation of the empirical CDF. |
| Hazen | 5 | A piecewise linear function where the knots are the values midway through the steps of the empirical CDF. This is popular amongst hydrologists. |
| Minitab | 6 | Same as Weibull. This definition is used by MiniTab. |
| Spss | 6 | Same as Weibull. This definition is used by SPSS. |
| Weibull | 6 | A definition proposed by Weibull in 1939, resulting in equally likely segments. This definition is used by Minitab and SPSS. |
| R | 7 | Same as Default. This definition is used by R. |
| Default | 7 | The default quantile method in R. |
| MedianUnbiased | 8 | A method where the resulting quantile estimates are approximately median-unbiased regardless of the distribution of x. |
| NormalUnbiased | 9 | A method where the resulting quantile estimates are approximately unbiased for the expected order statistics if x is normally distributed. |