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wrathematics/gist:77e75c3340b51a394526

Created September 29, 2014 19:14
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Quantile algorithms and numerical issues
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gistfile1.txt
set.seed(1234)
x <- rnorm(10)/1e7
quantile(x, type=1)
# 0% 25% 50% 75% 100%
# -2.345698e-07 -8.900378e-08 -5.644520e-08 4.291247e-08 1.084441e-07
quantile(x, type=4)
# 0% 25% 50% 75% 100%
# -2.345698e-07 -1.048552e-07 -5.644520e-08 3.532770e-08 1.084441e-07
all.equal(quantile(x, type=1), quantile(x, type=4))
# [1] "Mean relative difference: 0.1776594"
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