Statistics function incorrectly computing median

[Ben Abbott]

On Jan 21, 2008, at 2:19 AM, Miguel Garcia-Blanco wrote:

>> Michael Godfrey ran some calculations using Matlab's quantile  
>> function.
>>
>> We can now compare Matlab's quantile (), R's summary(), and Maxima's
>> >> quantile (), with the new quantile.m I had hope to add to octave
>> (my quantile() calls discrete_inv()).
>>
>> Unfortunately, Matlab is an outlier :-(
>>
>
> MATLAB seems to have two appropriate functions: quantile.m, prctile.m
> Help pages:
> http://www.mathworks.com/access/helpdesk/help/toolbox/stats/quantile.html
> http://www.mathworks.com/access/helpdesk/help/toolbox/stats/prctile.html
> Code:
> http://ecco2.jpl.nasa.gov/data1/matlab/stats/prctile.m
> As far as I can tell from the help pages, they're essentially the same
> except that prctile.m uses percentages instead of probabilities.
>
> A quick look at the code for prctile.m and also running some tests  
> suggests
> that MATLAB is using R's method 5, whereas R's default is method 7.  
> (I'm
> talking about R's quantile function.)
>
> A Google search comes up with the following user-written quantile.m
> functions:
> http://home.online.no/~pjacklam/matlab/software/util/statutil/quantile.m
> http://www.koders.com/matlab/fidEDEC9319B0EC7E1BCC77A1971511A74F37550100.aspx
> https://svnserv.cbs.mpg.de/eeglab/browser/branches/eeglab-devel-5.03/eeglab5.03/functions/quantile.m
>
> A quick look at the code/descriptions and running some tests  
> indicates:
> Acklam's quantile uses method 7 (continuous)
> Holtsberg's quantile(1) uses method 5 (continuous)
> Holtsberg's quantile(2) uses method 6 (continuous)
> Holtsberg's quantile(3) uses method 2 (discrete)
> Makeig/Finelli's quantile uses method 5 (continuous)
>
> -Miguel

Miguel,

Are any of the licenses for any of those GPL compatible?

Any chance they permit the sample values to non-equal probabilities?

Ben