Re: [Gretl-users] quantiles
On Thu, 28 Nov 2013, Annaert Jan wrote:
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".
You're totally right. Fixed in CVS.
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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