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Rcpp Parallel Quantile (column-wise)

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A parallel implementation of R quantile function (column-wise):

  • no data validation and/or casting yet, input must be matrix and vector
  • quantile is applied column-wise
  • relies on RcppParallel, RcppArmadillo, Rcpp

The output is similar to native R quantile, however small differences are possible due to different implementation.

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