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Matlab - Sort into deciles each column

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V
V on 4 Dec 2015
Edited: René Wijnen on 30 Jul 2021
Suppose I have a matrix A [m x 1], where m is not necessarily even. I to create a matrix B also [m x 1] which tells me the decile of the elements in A (i.e. matrix B has numbers from 1 to 10).
I know I can use the function sort(A) to get the position of the elements in A and from there I can manually get deciles. Is there another way of doing it?
I think one possibility would be B = ceil(10 * tiedrank(A) / length(A) . What do you think? Are there any issues with this?
Also, more generally, if I have a matrix A [m x n] and I want to create a matrix B also [m x n], in which each column of B should have the decile of the corresponding column in A , is there a way of doing it without a for loop through the columns?
Hope the problem at hand is clear. So far I have been doing it using the sort function and then manually assigning the deciles, but it is very inefficient.
Thank you

Accepted Answer

jgg
jgg on 4 Dec 2015
I think a way to do this is to use the ecdf command (<http://www.mathworks.com/help/stats/ecdf.html>)
  • If you take your data and do [F,X] = ecdf(A) then this will compute the empirical distribution of A.
  • You then just have to match the values in A to those in X which you can do using ismember like this [~,loc] = ismember(X,X2)
  • Finally, your quantiles of the values in A will be f(loc)
  • You can then sort them into deciles, or whatever you want at that point by rounding to the appropriate value.

More Answers (1)

René Wijnen
René Wijnen on 30 Jul 2021
Edited: René Wijnen on 30 Jul 2021
I would use the following to split a vector X into deciles:
X_dec = discretize(X,quantile(X,[0:10]/10))
Works as well for each column of an array X

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