Quantiles in Matlab

Question

Would there be a function in matlab, or an easy way, to generate the quantile groups to which each data point belongs to?

Example:

x = [4 0.5 3 5 1.2];
q = quantile(x, 3);

ans =

    1.0250    3.0000    4.2500

So I would like to see the following:

result = [2 1 2 3 1]; % The quantile groups

In other words, I am looking for the equivalent of this thread in matlab

Thanks!

Answer 1

You can go through all n quantiles in a loop and use logical indexing to find the quantile

n = 3;
q = quantile(x,n);
y = ones(size(x));
for k=2:n
    y(x>=q(k)) = k;
end

Answer 2

Depending on how you define "quantile group", you could use:

1. If "quantile group" means how many values in q are less than x:

   result = sum(bsxfun(@gt, x(:).', q(:)));
   

2. If "quantile group" means how many values in q are less than or equal to x:

   result = sum(bsxfun(@ge, x(:).', q(:)));
   

3. If "quantile group" means index of the value in q which is closest to each value in x:

   [~, result] = min(abs(bsxfun(@minus, x(:).', q(:))));
   

None of these returns the result given in your example, though: the first gives [2 0 1 3 1], the second [2 0 2 3 1], the third [3 1 2 3 1].