This function is a faster implementation of the "type 7" quantile()
algorithm and is modified from this gist: https://gist.github.com/sikli/f1775feb9736073cefee97ec81f6b193 It returns sample quantiles corresponding to the given probabilities. The smallest observation corresponds to a probability of 0 and the largest to a probability of 1. For speed, output quantile names are removed as are error handling such as checking if x are factors, or if probs lie outside the [0,1] range.
fquantile(x, probs = seq(0,1,0.25), na.rm =FALSE)
Arguments
x: numeric vector whose sample quantiles are wanted. NA and NaN
values are not allowed in numeric vectors unless na.rm is TRUE.
probs: numeric vector of probabilities with values in [0,1]. (Values up to 2e-14 outside that range are accepted and moved to the nearby endpoint.)
na.rm: logical; if TRUE, any NA and NaN's are removed from x