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] +(nĚp-k)(y[k+1] -y[k])
where k is the integer part of nĚp. Probably this should read "where k is the integer part of (n+1)Ěp".

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