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163

answers:

3

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?

+7  A: 

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.

yuk
A: 

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.

AVB
Unfortunately, this won't generally give the same results as QUANTILE.
gnovice
@gnovice: oh yes, QUANTILE interpolates and is generally more precise. Good job mimicking it in your answer :-)
AVB
+4  A: 

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.

gnovice