unix filter for computing percentiles / quantiles

pct.sh

#!/bin/sh
die() {
    printf >&2 'fatal: %s\n'
    exit 1
}

case $# in
    0) die 'no percentiles provided' 'usage: pct P [P ...]' ;;
    1) ps="$1" ;;
    *)
        ps="$1"
        shift
        ps="${ps}$(printf ',%s' "$@")"
        ;;
esac

tmpdir="$(mktemp -d --suffix=.pct)" || exit 2
cleanup() {
    rm -f "${tmpdir}/f" 2>/dev/null
    rmdir "${tmpdir}" 2>/dev/null
}
trap cleanup EXIT
sort -n >"${tmpdir}/f" || exit 2

awk -v psraw="${ps}" '
    function dec(z) {
        z = z % 1
        if (z == 0) return ""
        return substr(z, 2)
    }
    function ndec(z) {
        return length(dec(z))
    }
    ARGIND == 1 {
        if (length(int($0)) > vmaxint) vmaxint = length(int($0))
        if (ndec($0) > vmaxdec) vmaxdec = ndec($0)
        next
    }
    ENDFILE {
        if (nlines) exit
        nlines = FNR
        split(psraw, ps, ",")
        for (i in ps) {
            p = ps[i]
            if (length(int(p)) > pmaxint) pmaxint = length(int(p))
            if (ndec(p) > pmaxdec) pmaxdec = ndec(p)
            ns[i] = 1 + int(p * (nlines - 1) / 100)
        }
    }
    function fmt(z, pfx, padend, maxint, maxdec) {
        intpart = sprintf("% *s", maxint + length(pfx), pfx int(z))
        decpart = sprintf("%s% *s", dec(z), padend ? maxdec - ndec(z) : 0, "")
        return intpart decpart
    }
    {
        for (i in ns) {
            if (FNR == ns[i]) {
                printf "%s = %s\n",
                    fmt(ps[i], "  p", 1, pmaxint, pmaxdec),
                    fmt($0, "", 0, vmaxint, vmaxdec)
            }
        }
    }
' "${tmpdir}/f" "${tmpdir}/f"