Quantiles

[marcow]

Does anybody know how to calculate the quantile of a variable in Vensim (PLE plus Version)?

I need to know under which value 5 % of the data of a certain variable are located.

Marco

[bob@vensim.com]

This is done with the stats tool which is not available in PLE Plus. You can, of course, export the results and compute quantiles in another program.

[beatrixb]

Is the stats tool available in any of the VenSim versions?

[Administrator]

The stats tool is only available in Pro/DSS.

You can easily export the contents of a window to Excel and do the stats there.

[beatrixb]

Would it be easy to export and afterwards import that data? The whole point is to be able to do a calculate a quantile or inverse CDF and use it within the model I am running.

[Administrator]

No. Even with Vensim Pro/DSS, you might need to write an external function to do it.

Can you post the model and a description of what you are trying to do? If we have something to look at, we might be able to spot a way of doing it.

[tomfid]

Quantiles across an array dimension are fairly easy (using VECTOR RANK and similar). If you need time series quantiles, you can use an array dimension to store the time values, and get the quantiles from that.

[beatrixb]

Sure. It is going to be a bit intense looking at first, but my focus is on the box labeled Supply Capacity. We are trying to input an equation for Supply Capacity using the inverse CDF or quantile function, where mu="Total Procurement of DMPA"/"Number of Manufacturers", sigma="Variability of Demand"/sqrt("Number of Manufacturers"), and k=("Price"-"Manufacturing Cost")/"Price".

Does that make any sense? If not let me know and I can try to clarify some more.

[tomfid]

It seems like there's too much integration going on here. Check the use of level vs. auxiliary variables. Adding units to this model would help verification. Also, embedded constants should generally be pulled out as separate, named variables, both for clarity and units checking.

I can concoct an example of array bins for quantiles separately, but it'll take a couple days because I'm traveling.