[Gretl-users] quantiles

I have a question regarding the way Gretl computes quantiles. There is probably a small typo in the reference guide. It says that the p-th quantile q of series y with n observations is computed as q=y[k] +(n·p-k)(y[k+1] -y[k]) where k is the integer part of n·p. Probably this should read "where k is the integer part of (n+1)·p". Running the following script clear matrix x=seq(1,4)' matrix p={0.25, 0.5, 0.75} q=quantile(x,p) print q Returns q (3 x 1) 1.25 2.5 3.75 Jan Annaert