Statistics function incorrectly computing median

Miguel Garcia-Blanco miguel.01 at ihug.com.au
Mon Jan 21 16:53:53 CST 2008


> I was referring to Octave's statistics functions, specifically 
> discrete_inv.m
>
> Octave's present algorithms calculate the quantiles from the specified 
> probabilities, P. Thus, it may not always be possible to find a proper 
> algorithm that works for varied probabilities that is consistent with a 
> pre-exiting algorithm that works for constant probabilities.
>

Ah, now I understand what you mean.

All of the *inv.m functions (e.g., binoinv, norminv, etc.), with the 
exception of empirical_inv.m, are only for population distributions, not 
samples (i.e., they return theoretical values of population parameters). 
Hence, discrete_inv.m is inappropriate for computing sample quantiles.

-Miguel 


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