[Matlab] p'th percentile of vector x

percentile.m

function y = percentile(x,p)
%% y = percentile(x,p)
% Get p'th percentiles of vector x
% x must not have any NaNs or Infs

x = x(:); % Make sure x is a collumn
N = numel(x);
x = sort(x,1);

%% Fast median
if isequal(p,50)
    if mod(N,2) % N is odd
        y = x((N+1)/2,:);
    else
        y = (x(N/2,:) + x(N/2+1,:))/2;
    end
    return
end

%% Linearly interpolate between two points
p = p(:); % Make sure p is a collumn
r = (p/100)*(N-1)+1; % Fractional index into 

k1 = floor(r); % Index before point
k2 = min(k1+1,N); % Index after point (+ overflow protection)
alpha = max(r-k1,0); % Lerp ratio (+ underflow protection)

y = (1-alpha).*x(k1) + alpha.*x(k2); % Linear interpolation (lerp)
y = reshape(y,size(p));
end