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javamatlabmathinterpolationpercentile
Suraj Kulkarni
Suraj Kulkarni

Reputation: 71

How do I easily implement the Matlab percentile in Java?

I need to replicate the Matlab Percentile ( https://www.mathworks.com/help/stats/prctile.html ) for a simple case percentile(double[] arr, int percentile) in java. I am unable to find any implementations which give me the same result since it seems to have a percentile along with linear interpolation.

Any help or guidance is appreciated!

Upvotes: 0

Views: 179

Answers (2)

porygon3
porygon3

Reputation: 1

The @josejuan's answer is very good: but is it not necessary to handle the case in which i is equal to xs.length - 1? I would modify the return formula of percentile function as follows:

return i != (xs.length - 1) ? xs[i] + (xs[i + 1] - xs[i]) * (p / 100.0 - (i + 0.5) / xs.length) / ((i + 1.5) / xs.length - (i + 0.5) / xs.length) : xs[i];

Upvotes: 0

josejuan
josejuan

Reputation: 9566

By directly applying the definition (you can found in the page you've linked)

// `xs` must be sorted
double percentile(double [] xs, int p) {
    // The sorted elements in X are taken as the 100(0.5/n)th, 100(1.5/n)th, ..., 100([n – 0.5]/n)th percentiles.
    int i = (int) (p * xs.length / 100.0 - 0.5);

    // Linear interpolation uses linear polynomials to find yi = f(xi), the values of the underlying function
    // Y = f(X) at the points in the vector or array x. Given the data points (x1, y1) and (x2, y2), where
    // y1 = f(x1) and y2 = f(x2), linear interpolation finds y = f(x) for a given x between x1 and x2 as follows:
    return xs[i] + (xs[i + 1] - xs[i]) * (p / 100.0 - (i + 0.5) / xs.length) / ((i + 1.5) / xs.length - (i + 0.5) / xs.length);
}

using the example on that page

double [] xs1 = new double[] {6.0753, 8.6678, 0.4823, 6.7243, 5.6375, 2.3846, 4.1328, 5.6852, 12.1568, 10.5389};
Arrays.sort(xs1);
double r = percentile(xs1, 42);
System.out.println("Result: " + r);
System.out.println("Error: " + Math.abs(r - 5.6709));

you get

Result: 5.67089
Error: 9.999999999621423E-6

Upvotes: 1

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