quantile function
Posted: 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
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