@pctiles |

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

See also
@quantile.