GSLでquantileを計算する例

gsl_quantile.cpp

#include <iostream>
#include <tuple>
#include <vector>
#include <algorithm>
#include <utility>
#include <gsl/gsl_statistics.h>

template<typename T>
std::tuple<double, double, double> make_quantile(const std::vector<T>& input) {
  std::vector<double> sorted_buffer(input.size());
  for (size_t i = 0; i < input.size(); i++) sorted_buffer[i] = input[i];

  std::sort(sorted_buffer.begin(), sorted_buffer.end());
  return {
    gsl_stats_quantile_from_sorted_data(sorted_buffer.data(), 1, sorted_buffer.size(), 0.25),
    gsl_stats_median_from_sorted_data(sorted_buffer.data(), 1, sorted_buffer.size()),
    gsl_stats_quantile_from_sorted_data(sorted_buffer.data(), 1, sorted_buffer.size(), 0.75)
  };
}

int main() {
  std::vector<double> sorted_data {-2, -1, -1, -1, 2, 3, 3, 4, 4, 5, 6, 10, 12, 13};

  const auto [q0, median, q1] = make_quantile(sorted_data);
  std::cout << q0 << std::endl;
  std::cout << q1 << std::endl;
  std::cout << median << std::endl;
}