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