colQuantileC: Fast colunm-wise quantile of a matrix.
Description
Fast calculation of column-wise quantiles of a matrix at a single probability. Implemented via compiled
code, it is much faster than the equivalent apply(data, 2, quantile, prob = p).
Usage
colQuantileC(data, p)
Arguments
data
a numerical matrix column-wise quantiles are desired. Missing values are corrently not
allowed.
p
a single probability at which the quantile is to be calculated.
Value
A vector of length equal the number of columns in data containing the column-wise quantiles.