i have a matrix in matlab and i need to find the 99% value for each column. That means that value such that 99% of the population has larger value than this. Is there a function in matlab for this?
Use QUANTILE function.
Y = quantile(X,P);
where X is a matrix and P is scalar or vector of probabilities. For example, if P=0.01, the Y will be vector of values for each columns, so that 99% of column values are larger.
If you do not have the Statistics Toolbox, there is always
y=sort(x);
y(floor(length(y)*0.99))
or
y(floor(length(y)*0.01))
depending on what you meant.
The simplest solution is to use the function QUANTILE as yuk suggested.
Y = quantile(X,0.01);
However, you will need the Statistics Toolbox to use the function QUANTILE. A solution that is not dependent on toolboxes can be found by noting that QUANTILE calls the function PRCTILE, which itself calls the built-in function INTERP1Q to do the primary computation. For the general case of a 2-D matrix that contains no NaN values you can compute the quantiles of each column using the following code:
P = 0.01; %# Your probability
S = sort(X); %# Sort the columns of your data X
N = size(X,1); %# The number of rows of X
Y = interp1q([0 (0.5:(N-0.5))./N 1]',S([1 1:N N],:),P); %# Get the quantiles
This should give you the same results as calling QUANTILE, without needing any toolboxes.