[R] Diff btw percentile and quantile
Wacek Kusnierczyk
Waclaw.Marcin.Kusnierczyk at idi.ntnu.no
Wed Mar 4 17:56:14 CET 2009
(Ted Harding) wrote:
<snip>
> 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
documentations.
there are a number of ways to compute empirical quantiles (see, e.g.,
[1]), 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)?
vQ
[1] http://www.jstor.org/stable/2684934
More information about the R-help
mailing list