95th and 99th percentile

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1

Hello Experts, I am trying to calculate 95th and 99th percentilefor data over a date range. I went through the manual and could notfind any function regarding this. Is there an easy way of doing thisin q? Right now i am downloading data to csv and computing 95 and 99thpercentile. However for a whole trading day this is extremely timeconsuming. Please suggest.-Satish

2

To: personal-kdbplus@googlegroups.com
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Maybe:
{(asc x) floor .95*count x}

Andras

2012.03.05. d=E1tummal, 16:53 id=F5pontban Satish =EDrta:

> Hello Experts,
> I am trying to calculate 95th and 99th percentile
> for data over a date range. I went through the manual and could not
> find any function regarding this. Is there an easy way of doing this
> in q? Right now i am downloading data to csv and computing 95 and 99th
> percentile. However for a whole trading day this is extremely time
> consuming. Please suggest.
>
> -Satish
>
> –
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