@sgratzl/science/src/stats/quantiles.js

Scientific and statistical computing in JavaScript.

import ascending from '../core/ascending';

// Uses R's quantile algorithm type=7.
export default function quantiles(d, quantiles) {
  d = d.slice().sort(ascending);
  var n_1 = d.length - 1;
  return quantiles.map(function(q) {
    if (q === 0) return d[0];
    else if (q === 1) return d[n_1];

    var index = 1 + q * n_1,
        lo = Math.floor(index),
        h = index - lo,
        a = d[lo - 1];

    return h === 0 ? a : a + h * (d[lo] - a);
  });
};