You could look at the function kuantile() in the package quantreg
and the associated fortran code dsel05.f which implements a version
of the Floyd and Rivest (CACM, 1975) algorithm.
url:www.econ.uiuc.edu/~rogerRoger Koenker
emailrkoen...@uiuc.eduDepartment of Econ
Hi,
I was wondering whether there is any Fortran function or associated library
for evaluating the quantiles of a set of values (something which the
R-function quantile() does). Any help will be much appreciated.
Thanks and regards,
Dhiman Bhadra
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