[Gretl-users] Re: Determine the quantile value for a list of series
Am 22.07.2020 um 14:51 schrieb F.R.Costa:
Based on all suggestions I did the following:
matrix matrix_mv = {}
loop foreach i list_mv
matrix_mv |= {$i}
endloop
This is the part where you could simply do instead:
matrix_mv = vec( {list_mv} )
(vec() is the column-stacking function)
Basically I created a list with all series and then use a loop to
add
each of the series inside the list to the same column of a matrix. In
the end, it is easy to use the quantile() function
I believe this works well!
Yes; BTW, for just two quantiles it doesn't make a difference, but in
general the quantile() function also accepts several numbers at once, as
in quantile(matrix_mv, {0.05, 0.95}).
cheers
sven