How to compute 99% coverage in MATLAB?

matlab, matrix, percentile, statistics

Solution

Use QUANTILE function.

Y = quantile(X,P);

where X is a matrix and P is scalar or vector of probabilities. For example, if P=0.01, the Y will be vector of values for each columns, so that 99% of column values are larger.

Problem

I have a matrix in MATLAB and I need to find the 99% value for each column. In other words, the value such that 99% of the population has a larger value than it. Is there a function in MATLAB for this?

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