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  • Percentiles from a matrix

    The question is, how do I go about getting percentiles (e.g. 5th and 95th) of rows or columns in a matrix? The application is for confidence intervals based on simulation rather than normality.

    Thanks!
    Alfonso Sanchez-Penalver

  • #2
    You might consider the mm_quantile function in the user-contributed moremata suite of commands.
    Code:
    help moremata

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    • #3


      Thank you John Mullahy
      Alfonso Sanchez-Penalver

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