Empirical quantile (percentile).
q = quantile(x,p)
Input x vector or matrix of reals
p probability (scalar or vector of probabilities numbers)
Output q the empirical quantile of the sample x, a value
that is greater than p percent of the values in x
If input x is a matrix then the quantile is
computed for every column.
If p is a vector then q is a matrix, each line contain
the quantiles computed for a value of p
The empirical quantile is computed by one of three ways
determined by a third input argument (with default 1).
1. Interpolation so that F(X_(k)) == (k-0.5)/n.
2. Interpolation so that F(X_(k)) == k/(n+1).
3. Based on the empirical distribution.