Description

This example demonstrates how to generate percentiles for a random vector.

Keywords: rank, percentiles

Category : GAMS Data Utilities library

Main file : rank02.gms   includes :  rank02.gms

$title Generate percentiles for a random vector (rank02,SEQ=136)

$onText
This example demonstrates how to generate percentiles for a random vector.

Keywords: rank, percentiles
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Set
   i 'Set on which random data are defined' / a, b, d, c, e /
   p 'Percentiles (all of them)'            / 0*100 /;

Parameter x(i) 'Random data to be sorted';

* Generate the random data on set i:
x(i) = uniform(0,1);
display x;

Parameter
   r(i)   'Rank values'
   pct(*) 'Percentiles to be computed' / 20 20.0, median 50.0, 75 75.0 /;

* Generate ranks and compute the specified percentiles (Note that
* the rank array, r, is required, even if the values are not used.)

$libInclude rank x i r pct

* Display three percentiles:
display pct;

pct(p) = (ord(p) - 1) + eps;
pct("median") = 0;
display pct;

$libInclude rank x i r pct
display pct;

* Plot the results using GNUPLOT:

Set pl(p) / 20, 40, 60, 80, 100 /;
$setGlobal domain p
$setGlobal labels pl
$if exist "%gams.sysdir%inclib/plot.gms" $libInclude plot pct