matlab中一组数取百分位数_matlab返回样本的加权百分位数

Returns weighted percentiles of a sample

The idea is to give more emphasis in some examples of data as compared to

others by giving more weight. For example, we could give lower weights to

the outliers. The motivation to write this function is to compute percentiles

for Monte Carlo simulations where some simulations are very bad (in terms of

goodness of fit between simulated and actual value) than the others and to

give the lower weights based on some goodness of fit criteria.

USAGE:

y = WPRCTILE(X,p) % This is same as PRCTILE

y = WPRCTILE(X,p,w)

y = WPRCTILE(X,p,w,type)

INPUT:

X - vector or matrix of the sample data

p - scalar or a vector of percent values between 0 and 100

w - positive weight vector for the sample data. Length of w must be equal to either number of rows or columns of X. If the weights are equal, t