[R] Diff btw percentile and quantile
Waclaw.Marcin.Kusnierczyk at idi.ntnu.no
Wed Mar 4 17:56:14 CET 2009
(Ted Harding) wrote:
> So, with reference to your original question
> "Excel has percentile() function. R function quantile() does the
> same thing. Is there any significant difference btw percentile
> and quantile?"
> the answer is that they in effect give the same results, though
> differ with respect to how they are to be fed (quantile eats
> probabilities, percentile eats percentages). [Though (since I am
> not familiar with Excel) I cannot rule out that Excel's percentile()
> function also eats probabilities; in which case its name would be
> an example of sloppy nomenclature on Excel's part; which I cannot
> rule out on general grounds either].
i am not familiar enough with excel to prove or disprove what you say
above, but in general such claims should be grounded in the respective
there are a number of ways to compute empirical quantiles (see, e.g.,
), and it's possible that the one used by r's quantile by default
(see ?quantile) is not the one used by excel (where you probably have no
choice; help in oocalc does not specify the method, and i guess that
excel's does not either).
have you actually confirmed that excel's percentile() does the same as
r's quantile() (modulo the scaling)?
More information about the R-help