1 year ago
#383526
Junyang Guo
What is a more efficient way to calculate cumulative quantile than cumquant?
I'm trying to calculate the cumulative quantile (10 percentile, 25 percentile, etc.) over a column in a large dataset (over 10 million).
I tried to use the function cumquant
from the cumstats package but it takes long (longer than an hour; a toy test shows that it takes more than 40 seconds to obtain results for a vector with 100,000 values (e.g. cumquant(1:100000,p=0.1)
).
Is there a more efficient way to calculate it using data.table
(or others)?
r
datatable
cumulative-sum
quantile
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