Question

I want to mimic the Excel equivalent PERCENTILE function in C# (or in some pseudo code). How can I do that? The function should take two arguments where the first is a list of values and the second is for what percentile the function should calculate for.

Tanks!

Edit: I’m sorry if my question came across like I had not tried it my self. I just couldn’t understand how the excel function worked (yes, I tried wikipedia and wolfram first) and I thought I would understand it better if someone presented it in code.
@CodeInChaos gave an answer that seem to be what I’m after.

Answer 1

I think Wikipedia page has formulas you need to write your own function…
I tried this:

public double Percentile(double[] sequence, double excelPercentile)
{
    Array.Sort(sequence);
    int N = sequence.Length;
    double n = (N - 1) * excelPercentile + 1;
    // Another method: double n = (N + 1) * excelPercentile;
    if (n == 1d) return sequence[0];
    else if (n == N) return sequence[N - 1];
    else
    {
         int k = (int)n;
         double d = n - k;
         return sequence[k - 1] + d * (sequence[k] - sequence[k - 1]);
    }
}

EDITED after CodeInChaos comment:
Excel uses a percentile value between 0 and 1 (so I changed my code to implement this with Wikipedia formulas) and the other method to calulate n (so I changed the commented one).