Median and Percentiles

The median and percentile functions described in this section operate on sorted data. For convenience we use quantiles, measured on a scale of 0 to 1, instead of percentiles (which use a scale of 0 to 100).

Statistics: double gsl_stats_median_from_sorted_data (const double sorted_data[], size_t stride, size_t n)

This function returns the median value of sorted_data, a dataset of length n with stride stride. The elements of the array must be in ascending numerical order. There are no checks to see whether the data are sorted, so the function gsl_sort should always be used first.

When the dataset has an odd number of elements the median is the value of element @math{(n-1)/2}. When the dataset has an even number of elements the median is the mean of the two nearest middle values, elements @math{(n-1)/2} and @math{n/2}. Since the algorithm for computing the median involves interpolation this function always returns a floating-point number, even for integer data types.

Statistics: double gsl_stats_quantile_from_sorted_data (const double sorted_data[], size_t stride, size_t n, double f)

This function returns a quantile value of sorted_data, a double-precision array of length n with stride stride. The elements of the array must be in ascending numerical order. The quantile is determined by the f, a fraction between 0 and 1. For example, to compute the value of the 75th percentile f should have the value 0.75.

There are no checks to see whether the data are sorted, so the function gsl_sort should always be used first.

The quantile is found by interpolation, using the formula

where @math{i} is floor(@math{(n - 1)f}) and @math{\delta} is @math{(n-1)f - i}.

Thus the minimum value of the array (data[0*stride]) is given by f equal to zero, the maximum value (data[(n-1)*stride]) is given by f equal to one and the median value is given by f equal to 0.5. Since the algorithm for computing quantiles involves interpolation this function always returns a floating-point number, even for integer data types.