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
quantile function
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Re: quantile function
Chapter 13 of User Guide I has more details, and references for even more. Just do a search for "Rankit" in the PDF.
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