quantile function

For questions regarding the import, export and manipulation of data in EViews, including graphing and basic statistics.

Moderators: EViews Gareth, EViews Jason, EViews Steve, EViews Moderator

robmorea
Posts: 13
Joined: Wed Apr 16, 2014 3:06 am

quantile function

Postby robmorea » Thu Aug 28, 2014 8:13 am

Hi, I'm using the @quantile function to calculate quantiles of interest rates scenarios generated by stochastic simulation.
Usually I don't specify the third argument and so I get the default values calculated with the Rankit-Cleveland method.
I wonder if it's possible to have a technical detailed explanation of the different methods (rankit, Blom, van der Waerden etc.).
Looking at the command reference I found only the short description of the function.
Thanks a lot,
Roberto

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 12339
Joined: Tue Sep 16, 2008 5:38 pm

Re: quantile function

Postby EViews Gareth » Thu Aug 28, 2014 8:17 am

Chapter 13 of User Guide I has more details, and references for even more. Just do a search for "Rankit" in the PDF.
Follow us on Twitter @IHSEViews

robmorea
Posts: 13
Joined: Wed Apr 16, 2014 3:06 am

Re: quantile function

Postby robmorea » Fri Aug 29, 2014 1:10 am

Thank you Gareth!


Return to “Data Manipulation”

Who is online

Users browsing this forum: No registered users and 5 guests