Manually compute quantiles given probability of the data
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I want to calculate some quantiles in Matlab but given specific probabilities so I cannot use prctile or quantile.
Specifically if I have
Values [a b c d e f;
Probabilities .5 .1 .2 .05 .15]
I can sort with
sortrows,
then do a cumulative sum over the second row and finally interpolate using
interp1q.
Is there a faster way to do this?
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