Fast calculation of column- and row-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).
colQuantileC(data, p)
rowQuantileC(data, p)a numerical matrix column-wise quantiles are desired. Missing values are removed.
a single probability at which the quantile is to be calculated.
A vector of length equal the number of columns (for colQuantileC) or rows (for rowQuantileC)
in data containing the column- or row-wise quantiles.
At present, only one quantile type is implemented, namely the default type 7 used by R.
quantile;
pquantile for another way of calculating quantiles across structured data.