Abstract
We implement a FORTARN 90 module for computing quantiles. This is the implementation of the work presented in Guirguis [Guirguis, G. H. (1993). Secant methods with transformations: A faster and a more robust approach to computing quantiles. Comput. Statist. 8:295–303]. We present a new map for the finite interval case. This map has been proven to be more robust in practice.
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More From: Communications in Statistics - Simulation and Computation
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