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MQL5 ReferenceMatrix and Vector MethodsStatisticsPercentile 

Percentile

Return the specified percentile of values of matrix/vector elements or elements along the specified axis.

double vector::Percentile(
  int               percent      // percentage for the percentiles to compute
   );
 
double matrix::Percentile(
  int               percent      // percentage for the percentiles to compute
   );
 
vector matrix::Percentile(
  int               percent      // percentage for the percentiles to compute
  ENUM_MATRIX_AXIS  axis         // axis
   );

Parameters

percent

[in]  Axis. ENUM_MATRIX_AXIS enumeration value (AXIS_HORZ — horizontal axis, AXIS_VERT — vertical axis, AXIS_NONE — no axis, calculation along whole matrix).

axis

[in]  Axis. ENUM_MATRIX_AXIS enumeration value (AXIS_HORZ — horizontal axis, AXIS_VERT — vertical axis, AXIS_NONE — no axis, calculation along whole matrix).

Return Value

Percentile: scalar or vector.

Note

Valid values of the 'percent' parameter are in the range [0, 100]. A linear algorithm is used to calculate percentiles. The correct calculation of percentiles requires the sequence to be sorted.

Example

   matrixf matrix_a={{1,2,3},{4,5,6},{7,8,9},{10,11,12}};
   Print("matrix_a\n",matrix_a);
 
   vectorf cols_percentile=matrix_a.Percentile(50,AXIS_HORZ);
   vectorf rows_percentile=matrix_a.Percentile(50,AXIS_VERT);
   float matrix_percentile=matrix_a.Percentile(50);
 
   Print("cols_percentile ",cols_percentile);
   Print("rows_percentile ",rows_percentile);
   Print("percentile value  ",matrix_percentile);
 
 
   /*
   matrix_a
   [[1,2,3]
    [4,5,6]
    [7,8,9]
    [10,11,12]]
   cols_percentile [5.5,6.5,7.5]
   rows_percentile [2,5,8,11]
   percentile value  6.5
   */