The discontinuous quantiles use the method (type 8) as
recommended by Hyndman and Fan (1996). The resulting
quantile estimates are approximately median-unbiased
regardless of the distribution of 'samples'.
If quantile function is called multiple times for the same
dataset, it is recommended to pre-sort the sample vector.
The discontinuous quantiles use the method (type 8) as recommended by Hyndman and Fan (1996). The resulting quantile estimates are approximately median-unbiased regardless of the distribution of 'samples'.
If quantile function is called multiple times for the same dataset, it is recommended to pre-sort the sample vector.