problem with quantile function

[tospol.kaw]

-9018.631165000001
-4107.883231
-2741.856
-1977.900775
-1363.424099
-695.0278893
-366.0882408
-258.1590605
-5.82e-11
-5.82e-11
-5.82e-11
-5.82e-11
-5.82e-11
-5.82e-11
-5.82e-11
-5.82e-11
-2.91e-11
-2.91e-11
-2.91e-11
-2.91e-11
-2.91e-11
-2.91e-11
-2.91e-11

According to function @quantile(xxx , 0.02 , "g"), why can't I calculate 2nd percentile of above data?
And why option of this function can't change the result in any rank?

[EViews Gareth]

What do you mean you can't calculate it? I just tried it on that data, and it returned a result.

[startz]

When I try it I get all NA. Could this have to do with asking for the second percentile with only 3 obs?

[EViews Gareth]

Ah, it seems to depend on whether you use it as a series or a scalar expression. Scalar seems to work. I'll take a look at why series is not.

[EViews Gareth]

Ok, there was a bug in the series version of @quantile that meant that the "g" option wasn't being recognised. We'll fix that in the next patch. In the meantime you can change your code to be:

Code: Select all

@quantile(xxx , 0.02 , 6)

where the "6" is a magic option that means "gumbel", and it works without the fix.

[tospol.kaw]

Thanks a lot.