I used to have a version of the classical Floyd and Revest "Select" algorithm (ACM#489) for computing univariate quantiles in my quantreg package. At some point g77 decided that it shouldn't be possible to use recursion in fortran and I had to remove it. Stimulated by my your recent inquiry, I thought I would see whether it could be revived. At least on my macs, running gfortran, it seems that recursion is now again permissible. I've not done any serious testing, but I get:
> unix.time(kuantile(y)) #my fortran translation of the Floyd- Revest algol algorithm [1] 0.56 0.41 0.96 0.00 0.00 > unix.time(median(y)) [1] 1.80 0.27 2.07 0.00 0.00 > length(y) [1] 10000000 for a rnorm example. I'd be happy to provide some new version of this, but I'm afraid that there are still lots of g77 users, including on macs, that wouldn't be functional due to the recursion. Any thoughts on this would be appreciated. Brian is doubtless right that current methods are perfectly adequate for almost all purposes, but in cases of very large datasets where many quantiles are needed, it may be worthwhile. Roger url: www.econ.uiuc.edu/~roger Roger Koenker email [EMAIL PROTECTED] Department of Economics vox: 217-333-4558 University of Illinois fax: 217-244-6678 Champaign, IL 61820 ______________________________________________ R-devel@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-devel
