As per Andreas's suggestion (and mainly thanks to Jack) the
quantile() function is now extended to matrices.
Example:
<script>
nulldata 10
matrix a = mnormal(10000,4)
matrix q = quantile(a, .975)
print q
</script>
Should produce something resembling:
q (1 x 4)
1.9678 1.9509 1.9975 1.9947
--
Allin Cottrell
Department of Economics
Wake Forest University, NC