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MQL5 ReferenceMatrix and Vector MethodsStatisticsQuantile 

Quantile

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

double vector::Quantile(
  const double quantile      // quantile
   );
 
double matrix::Quantile(
  const double quantile      // quantile
   );
 
vector matrix::Quantile(
  const double quantile,     // quantile
  const int    axis          // axis
   );

Parameters

quantile

[in]  Quantile to compute, which must be between 0 and 1 inclusive.

axis

[in]  Axis. 0 — horizontal axis, 1 — vertical axis.

Return Value

Quantile: scalar or vector.

Note

The 'quantile' parameter takes values in the range [0, 1]. A linear algorithm is used to calculate quantiles. The correct calculation of quantiles 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_quantile=matrix_a.Quantile(0.5,0);
   vectorf rows_quantile=matrix_a.Quantile(0.5,1);
   float matrix_quantile=matrix_a.Quantile(0.5);
 
   Print("cols_quantile ",cols_quantile);
   Print("rows_quantile ",rows_quantile);
   Print("quantile value  ",matrix_quantile);
 
   /*
   matrix_a
   [[1,2,3]
    [4,5,6]
    [7,8,9]
    [10,11,12]]
   cols_quantile [5.5,6.5,7.5]
   rows_quantile [2,5,8,11]
   quantile value  6.5
   */