Fortran toolkit

Borja Petit

percentile

function percentile(var,pct,w,mask) result(cutoff)
  implicit none
  real(kind=8)            :: cutoff
  real(kind=8)            :: var(:)
  real(kind=8)            :: pct
  real(kind=8) , optional :: w(:)    
  logical      , optional :: mask(:) 

This function returns the percentile pct for a distribution var, given some (optional) weights w. The value of pct should be between 0 and 1. If supplied, the vector w should have the same size as var. If not supplied, the program assums uniform weigthing.

The subroutine finds the percentile pct using a Bisection method.

The user can also supply a mask to compute the conditional percentile. The input mask is a logical array of the same size of var.

Dependencies: error

(back to index)

Example

pc60 = percentile(var,0.60d0,mask = var.gt.0.0d0 .and. var.lt.5.0d0)

This computes the 60th percentile of var conditional on var being between 0 and 5.