@quantilesby |

Empirical quantiles of a series for each specified group.

Syntax: @quantilesby(x, y[y1, y2, ... yn], q, [s])

x: series

y: series, alpha

q number

s: (optional) sample string or object

Return: series

Returns the q-th quantile of x for each group defined by distinct values of y. The quantiles will be computed using the Rankit-Cleveland definition (see
@quantile).

EViews will use the current or specified workfile sample.

Examples

show @quantilesby(x, g1, g2, 0.25)

produces a linked series of the by-group 25th percentiles of the series x, where members of the same group have identical values for both g1 and g2.

Cross-references

See also
@mediansby.