This function is a faster implementation of the "type 7" quantile()
algorithm and is modified from this gist:
https://gist.github.com/sikli/f1775feb9736073cefee97ec81f6b193
It returns sample quantiles corresponding to the given probabilities.
The smallest observation corresponds to a probability of 0 and the largest
to a probability of 1. For speed, output quantile names are removed as are
error handling such as checking if x are factors, or if probs lie outside
the [0,1]
range.
fquantile(x, probs = seq(0, 1, 0.25), na.rm = FALSE)
numeric vector whose sample quantiles are wanted. NA
and NaN
values are not allowed in numeric vectors unless na.rm
is TRUE
.
numeric vector of probabilities with values in [0,1]
.
(Values up to 2e-14
outside that range are accepted and moved to the
nearby endpoint.)
logical; if TRUE
, any NA
and NaN
's are removed from x
before the quantiles are computed.
A vector of length length(probs)
is returned;