Percentile values.
Determine the percentile associated with each value.
Syntax: @pctiles(x[, z, s])
x: series, vector, matrix
z: (optional) string literal
s: (optional) sample string or object when x is a series and assigning to a series
Return: series
If
is the ranking associated with observation
of
, the percentile is given by
The z option controls tie-handling with rankings handled according to the setting:
• “i” (ignore), “f” (first), “l” (last), “a” (average - default), “r” randomize.
For series calculations, EViews will use the current or specified workfile sample.
Examples
Let x be a vector of length 4 with elements 1, 2, 3, 4. Then
= @pctiles(x)
returns a vector whose elements are 25, 50, 75, 100.
matrix y = @mnrnd(200, 4)
matrix pct1 = @pctiles(y, "a")
matrix pct2 = 100 * @ranks(y, "a") / @obs(y)
compute the percentiles of the randomly generated matrix Y directly using
@pctiles and indirectly using
@ranks. Both PCT1 and PCT2 are
matrices where each element is the percentile of the corresponding element of Y amongst all elements.
Cross-references
