You could look at the function kuantile() in the package quantreg
and the associated fortran code dsel05.f which implements a version
of the Floyd and Rivest (CACM, 1975) algorithm.
url: www.econ.uiuc.edu/~roger Roger Koenker
email rkoenker at uiuc.edu Department of Economics
vox: 217-333-4558 University of Illinois
fax: 217-244-6678 Urbana, IL 61801
On Jul 13, 2009, at 6:24 PM, DHIMAN BHADRA wrote:
> Hi,
> I was wondering whether there is any Fortran function or associated
> library
> for evaluating the quantiles of a set of values (something which the
> R-function quantile() does). Any help will be much appreciated.
> Thanks and regards,
> Dhiman Bhadra
>
> [[alternative HTML version deleted]]
>
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