You could look at the function kuantile() in the package quantreg
and the associated fortran code dsel05.f which implements a version
of the Floyd and Rivest (CACM, 1975) algorithm.


url:    www.econ.uiuc.edu/~roger            Roger Koenker
email    rkoen...@uiuc.edu            Department of Economics
vox:     217-333-4558                University of Illinois
fax:       217-244-6678                Urbana, IL 61801



On Jul 13, 2009, at 6:24 PM, DHIMAN BHADRA wrote:

Hi,
I was wondering whether there is any Fortran function or associated library
for evaluating the quantiles of a set of values (something which the
R-function quantile() does). Any help will be much appreciated.
Thanks and regards,
Dhiman Bhadra

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