Support non-interpolating quantile definitions

Add a `type` argument to `quantile` to support the three remaining
(non-interpolating) types that we didn't support. Some of these are
useful in particular because they correspond to actual values from
the data and work for types that do not support arithmetic.

Author: nalimilan

src/Statistics.jl

@@ -854,8 +854,12 @@ median!(v::AbstractArray) = median!(vec(v))
     median(itr)
 
 Compute the median of all elements in a collection.
-For an even number of elements no exact median element exists, so the result is
-equivalent to calculating mean of two median elements.
+
+For an even number of elements no exact median element exists, so the
+mean of two median elements is returned.
+This is equivalent to [`quantile(itr, 0.5, type=2)`](@ref).
+Use `quantile` with `type=1` or `type=3` to compute median of types
+with limited or no support for arithmetic operations, such as `Date`.
 
 !!! note
     If `itr` contains `NaN` or [`missing`](@ref) values, the result is also
@@ -905,31 +909,44 @@ _median(v::AbstractArray{T}, ::Colon) where {T} = median!(copyto!(Array{T,1}(und
 median(r::AbstractRange{<:Real}) = mean(r)
 
 """
-    quantile!([q::AbstractArray, ] v::AbstractVector, p; sorted=false, alpha::Real=1.0, beta::Real=alpha)
+    quantile!([q::AbstractArray, ] v::AbstractVector, p;
+              sorted=false, type::Integer=7, alpha::Real=1.0, beta::Real=alpha)
 
 Compute the quantile(s) of a vector `v` at a specified probability or vector or tuple of
 probabilities `p` on the interval [0,1]. If `p` is a vector, an optional
 output array `q` may also be specified. (If not provided, a new output array is created.)
 The keyword argument `sorted` indicates whether `v` can be assumed to be sorted; if
 `false` (the default), then the elements of `v` will be partially sorted in-place.
 
-Samples quantile are defined by `Q(p) = (1-γ)*x[j] + γ*x[j+1]`,
-where `x[j]` is the j-th order statistic of `v`, `j = floor(n*p + m)`,
-`m = alpha + p*(1 - alpha - beta)` and `γ = n*p + m - j`.
-
-By default (`alpha = beta = 1`), quantiles are computed via linear interpolation between the points
-`((k-1)/(n-1), x[k])`, for `k = 1:n` where `n = length(v)`. This corresponds to Definition 7
+By default (`type=7`, or equivalently `alpha = beta = 1`),
+quantiles are computed via linear interpolation between the points
+`((k-1)/(n-1), x[k])`, for `k = 1:n` where `x[j]` is the j-th order statistic of `itr`
+and `n = length(itr)`. This corresponds to Definition 7
 of Hyndman and Fan (1996), and is the same as the R and NumPy default.
 
-The keyword arguments `alpha` and `beta` correspond to the same parameters in Hyndman and Fan,
-setting them to different values allows to calculate quantiles with any of the methods 4-9
-defined in this paper:
-- Def. 4: `alpha=0`, `beta=1`
-- Def. 5: `alpha=0.5`, `beta=0.5` (MATLAB default)
-- Def. 6: `alpha=0`, `beta=0` (Excel `PERCENTILE.EXC`, Python default, Stata `altdef`)
-- Def. 7: `alpha=1`, `beta=1` (Julia, R and NumPy default, Excel `PERCENTILE` and `PERCENTILE.INC`, Python `'inclusive'`)
-- Def. 8: `alpha=1/3`, `beta=1/3`
-- Def. 9: `alpha=3/8`, `beta=3/8`
+The keyword argument `type` can be used to choose among the 9 definitions
+in Hyndman and Fan (1996). Alternatively, `alpha` and `beta` allow reproducing
+any of the methods 4-9 defined in this paper. It is not allowed to specify both
+kinds of arguments at the same time.
+
+Definitions 1 to 3 are discontinuous:
+- `type=1`: `Q(p) = x[ceil(n*p)]` (SAS-3)
+- `type=2`: `Q(p) = middle(x[ceil(n*p), floor(n*p + 1)])` (SAS-5, Stata)
+- `type=3`: `Q(p) = x[round(n*p)]` (SAS-2)
+
+Definitions 4 to 9 use linear interpolation between consecutive order statistics.
+Samples quantiles are defined by `Q(p) = (1-γ)*x[j] + γ*x[j+1]`,
+where `j = floor(n*p + m)`, `m = alpha + p*(1 - alpha - beta)` and `γ = n*p + m - j`.
+- `type=4`: `alpha=0`, `beta=1` (SAS-1)
+- `type=5`: `alpha=0.5`, `beta=0.5` (MATLAB default)
+- `type=6`: `alpha=0`, `beta=0` (Excel `PERCENTILE.EXC`, Python default, Stata `altdef`)
+- `type=7`: `alpha=1`, `beta=1` (Julia, R and NumPy default, Excel `PERCENTILE` and
+  `PERCENTILE.INC`, Python `'inclusive'`)
+- `type=8`: `alpha=1/3`, `beta=1/3`
+- `type=9`: `alpha=3/8`, `beta=3/8`
+
+Definitions 1 and 3 have the advantage that they work with types that do not support
+all arithmetic operations, such as `Date`.
 
 !!! note
     An `ArgumentError` is thrown if `v` contains `NaN` or [`missing`](@ref) values.
@@ -938,7 +955,8 @@ defined in this paper:
 - Hyndman, R.J and Fan, Y. (1996) "Sample Quantiles in Statistical Packages",
   *The American Statistician*, Vol. 50, No. 4, pp. 361-365
 
-- [Quantile on Wikipedia](https://en.wikipedia.org/wiki/Quantile) details the different quantile definitions
+- [Quantile on Wikipedia](https://en.wikipedia.org/wiki/Quantile) details
+  the different quantile definitions
 
 # Examples
 ```jldoctest
@@ -968,7 +986,8 @@ julia> y
 ```
 """
 function quantile!(q::AbstractArray, v::AbstractVector, p::AbstractArray;
-                   sorted::Bool=false, alpha::Real=1.0, beta::Real=alpha)
+                   sorted::Bool=false, type::Union{Integer, Nothing}=nothing,
+                   alpha::Union{Real, Nothing}=nothing, beta::Union{Real, Nothing}=alpha)
     require_one_based_indexing(q, v, p)
     if size(p) != size(q)
         throw(DimensionMismatch("size of p, $(size(p)), must equal size of q, $(size(q))"))
@@ -979,29 +998,34 @@ function quantile!(q::AbstractArray, v::AbstractVector, p::AbstractArray;
     _quantilesort!(v, sorted, minp, maxp)
 
     for (i, j) in zip(eachindex(p), eachindex(q))
-        @inbounds q[j] = _quantile(v,p[i], alpha=alpha, beta=beta)
+        @inbounds q[j] = _quantile(v,p[i], type=type, alpha=alpha, beta=beta)
     end
     return q
 end
 
 function quantile!(v::AbstractVector, p::Union{AbstractArray, Tuple{Vararg{Real}}};
-                   sorted::Bool=false, alpha::Real=1., beta::Real=alpha)
+                   sorted::Bool=false, type::Union{Integer, Nothing}=nothing,
+                   alpha::Union{Real, Nothing}=nothing, beta::Union{Real, Nothing}=alpha)
     if !isempty(p)
         minp, maxp = extrema(p)
         _quantilesort!(v, sorted, minp, maxp)
     end
-    return map(x->_quantile(v, x, alpha=alpha, beta=beta), p)
+    return map(x->_quantile(v, x, type=type, alpha=alpha, beta=beta), p)
 end
 quantile!(a::AbstractArray, p::Union{AbstractArray,Tuple{Vararg{Real}}};
-          sorted::Bool=false, alpha::Real=1.0, beta::Real=alpha) =
-    quantile!(vec(a), p, sorted=sorted, alpha=alpha, beta=alpha)
+          sorted::Bool=false, type::Union{Integer, Nothing}=nothing,
+          alpha::Union{Real, Nothing}=nothing, beta::Union{Real, Nothing}=alpha) =
+    quantile!(vec(a), p, sorted=sorted, type=type, alpha=alpha, beta=alpha)
 
 quantile!(q::AbstractArray, a::AbstractArray, p::Union{AbstractArray,Tuple{Vararg{Real}}};
-          sorted::Bool=false, alpha::Real=1.0, beta::Real=alpha) =
-    quantile!(q, vec(a), p, sorted=sorted, alpha=alpha, beta=alpha)
+          sorted::Bool=false, type::Union{Integer, Nothing}=nothing,
+          alpha::Union{Real, Nothing}=nothing, beta::Union{Real, Nothing}=alpha) =
+    quantile!(q, vec(a), p, sorted=sorted, type=type, alpha=alpha, beta=alpha)
 
-quantile!(v::AbstractVector, p::Real; sorted::Bool=false, alpha::Real=1.0, beta::Real=alpha) =
-    _quantile(_quantilesort!(v, sorted, p, p), p, alpha=alpha, beta=beta)
+quantile!(v::AbstractVector, p::Real;
+          sorted::Bool=false, type::Union{Integer, Nothing}=nothing,
+          alpha::Union{Real, Nothing}=nothing, beta::Union{Real, Nothing}=alpha) =
+    _quantile(_quantilesort!(v, sorted, p, p), p, type=type, alpha=alpha, beta=beta)
 
 # Function to perform partial sort of v for quantiles in given range
 function _quantilesort!(v::AbstractVector, sorted::Bool, minp::Real, maxp::Real)
@@ -1024,65 +1048,112 @@ function _quantilesort!(v::AbstractVector, sorted::Bool, minp::Real, maxp::Real)
 end
 
 # Core quantile lookup function: assumes `v` sorted
-@inline function _quantile(v::AbstractVector, p::Real; alpha::Real=1.0, beta::Real=alpha)
+@inline function _quantile(v::AbstractVector, p::Real;
+                           type::Union{Integer, Nothing},
+                           alpha::Union{Real, Nothing}, beta::Union{Real, Nothing})
     0 <= p <= 1 || throw(ArgumentError("input probability out of [0,1] range"))
-    0 <= alpha <= 1 || throw(ArgumentError("alpha parameter out of [0,1] range"))
-    0 <= beta <= 1 || throw(ArgumentError("beta parameter out of [0,1] range"))
     require_one_based_indexing(v)
 
+    if alpha !== nothing || beta !== nothing
+        type === nothing ||
+            throw(ArgumentError("it is not allowed to pass both `type` and `alpha` or `beta`"))
+
+        alpha === nothing && (alpha = 1.0)
+        beta === nothing && (beta = alpha)
+
+        0 <= alpha <= 1 || throw(ArgumentError("alpha parameter out of [0,1] range"))
+        0 <= beta <= 1 || throw(ArgumentError("beta parameter out of [0,1] range"))
+    elseif type === nothing
+        alpha = beta = 1.0
+    elseif 4 <= type <= 9
+        alpha = (0.0, 1/2, 0.0, 1.0, 1/3, 3/8)[type-3]
+        beta  = (1.0, 1/2, 0.0, 1.0, 1/3, 3/8)[type-3]
+    elseif !(1 <= type <= 3)
+        throw(ArgumentError("`type` must be between 1 and 9"))
+    end
+
     n = length(v)
 
     @assert n > 0 # this case should never happen here
 
-    m = alpha + p * (one(alpha) - alpha - beta)
-    # Using fma here avoids some rounding errors when aleph is an integer
-    # The use of oftype supresses the promotion caused by alpha and beta
-    aleph = fma(n, p, oftype(p, m))
-    j = clamp(trunc(Int, aleph), 1, n - 1)
-    γ = clamp(aleph - j, 0, 1)
-
-    if n == 1
-        a = v[1]
-        b = v[1]
+    if type == 1
+        return v[clamp(ceil(Int, n*p), 1, n)]
+    elseif type == 2
+        i = clamp(ceil(Int, n*p), 1, n)
+        j = clamp(floor(Int, n*p + 1), 1, n)
+        return middle(v[i], v[j])
+    elseif type == 3
+        return v[clamp(round(Int, n*p), 1, n)]
     else
-        a = v[j]
-        b = v[j + 1]
-    end
+        m = alpha + p * (one(alpha) - alpha - beta)
+        # Using fma here avoids some rounding errors when aleph is an integer
+        # The use of oftype supresses the promotion caused by alpha and beta
+        aleph = fma(n, p, oftype(p, m))
+        j = clamp(trunc(Int, aleph), 1, n - 1)
+        γ = clamp(aleph - j, 0, 1)
+
+        if n == 1
+            a = v[1]
+            b = v[1]
+        else
+            a = v[j]
+            b = v[j + 1]
+        end
 
-    # When a ≉ b, b-a may overflow
-    # When a ≈ b, (1-γ)*a + γ*b may not be increasing with γ due to rounding
-    if isfinite(a) && isfinite(b) &&
-        (!(a isa Number) || !(b isa Number) || a ≈ b)
-        return a + γ*(b-a)
-    else
-        return (1-γ)*a + γ*b
+        try
+            # When a ≉ b, b-a may overflow
+            # When a ≈ b, (1-γ)*a + γ*b may not be increasing with γ due to rounding
+            if isfinite(a) && isfinite(b) &&
+                (!(a isa Number) || !(b isa Number) || a ≈ b)
+                return a + γ*(b-a)
+            else
+                return (1-γ)*a + γ*b
+            end
+        catch e
+            throw(ArgumentError("error when computing quantile between two data values. " *
+                                "Pass `type=1` or `type=3` to compute quantiles on types with " *
+                                "no or limited support for arithmetic operations."))
+        end
     end
 end
 
 """
-    quantile(itr, p; sorted=false, alpha::Real=1.0, beta::Real=alpha)
+    quantile(itr, p;
+             sorted=false, type::Integer=7, alpha::Real=1.0, beta::Real=alpha)
 
 Compute the quantile(s) of a collection `itr` at a specified probability or vector or tuple of
 probabilities `p` on the interval [0,1]. The keyword argument `sorted` indicates whether
 `itr` can be assumed to be sorted.
 
-Samples quantile are defined by `Q(p) = (1-γ)*x[j] + γ*x[j+1]`,
-where `x[j]` is the j-th order statistic of `itr`, `j = floor(n*p + m)`,
-`m = alpha + p*(1 - alpha - beta)` and `γ = n*p + m - j`.
-
-By default (`alpha = beta = 1`), quantiles are computed via linear interpolation between the points
-`((k-1)/(n-1), x[k])`, for `k = 1:n` where `n = length(itr)`. This corresponds to Definition 7
+By default (`type=7`, or equivalently `alpha = beta = 1`),
+quantiles are computed via linear interpolation between the points
+`((k-1)/(n-1), x[k])`, for `k = 1:n` where `x[j]` is the j-th order statistic of `itr`
+and `n = length(itr)`. This corresponds to Definition 7
 of Hyndman and Fan (1996), and is the same as the R and NumPy default.
 
-The keyword arguments `alpha` and `beta` correspond to the same parameters in Hyndman and Fan,
-setting them to different values allows to calculate quantiles with any of the methods 4-9
-defined in this paper:
-- Def. 4: `alpha=0`, `beta=1`
-- Def. 5: `alpha=0.5`, `beta=0.5` (MATLAB default)
-- Def. 6: `alpha=0`, `beta=0` (Excel `PERCENTILE.EXC`, Python default, Stata `altdef`)
-- Def. 7: `alpha=1`, `beta=1` (Julia, R and NumPy default, Excel `PERCENTILE` and `PERCENTILE.INC`, Python `'inclusive'`)
-- Def. 8: `alpha=1/3`, `beta=1/3`
-- Def. 9: `alpha=3/8`, `beta=3/8`
+The keyword argument `type` can be used to choose among the 9 definitions
+in Hyndman and Fan (1996). Alternatively, `alpha` and `beta` allow reproducing
+any of the methods 4-9 defined in this paper. It is not allowed to specify both
+kinds of arguments at the same time.
+
+Definitions 1 to 3 are discontinuous:
+- `type=1`: `Q(p) = x[ceil(n*p)]` (SAS-3)
+- `type=2`: `Q(p) = middle(x[ceil(n*p), floor(n*p + 1)])` (SAS-5, Stata)
+- `type=3`: `Q(p) = x[round(n*p)]` (SAS-2)
+
+Definitions 4 to 9 use linear interpolation between consecutive order statistics.
+Samples quantiles are defined by `Q(p) = (1-γ)*x[j] + γ*x[j+1]`,
+where `j = floor(n*p + m)`, `m = alpha + p*(1 - alpha - beta)` and `γ = n*p + m - j`.
+- `type=4`: `alpha=0`, `beta=1` (SAS-1)
+- `type=5`: `alpha=0.5`, `beta=0.5` (MATLAB default)
+- `type=6`: `alpha=0`, `beta=0` (Excel `PERCENTILE.EXC`, Python default, Stata `altdef`)
+- `type=7`: `alpha=1`, `beta=1` (Julia, R and NumPy default, Excel `PERCENTILE` and
+  `PERCENTILE.INC`, Python `'inclusive'`)
+- `type=8`: `alpha=1/3`, `beta=1/3`
+- `type=9`: `alpha=3/8`, `beta=3/8`
+
+Definitions 1 and 3 have the advantage that they work with types that do not support
+all arithmetic operations, such as `Date`.
 
 !!! note
     An `ArgumentError` is thrown if `v` contains `NaN` or [`missing`](@ref) values.
@@ -1093,7 +1164,8 @@ defined in this paper:
 - Hyndman, R.J and Fan, Y. (1996) "Sample Quantiles in Statistical Packages",
   *The American Statistician*, Vol. 50, No. 4, pp. 361-365
 
-- [Quantile on Wikipedia](https://en.wikipedia.org/wiki/Quantile) details the different quantile definitions
+- [Quantile on Wikipedia](https://en.wikipedia.org/wiki/Quantile) details
+  the different quantile definitions
 
 # Examples
 ```jldoctest
@@ -1112,11 +1184,16 @@ julia> quantile(skipmissing([1, 10, missing]), 0.5)
 5.5
 ```
 """
-quantile(itr, p; sorted::Bool=false, alpha::Real=1.0, beta::Real=alpha) =
-    quantile!(collect(itr), p, sorted=sorted, alpha=alpha, beta=beta)
-
-quantile(v::AbstractVector, p; sorted::Bool=false, alpha::Real=1.0, beta::Real=alpha) =
-    quantile!(sorted ? v : Base.copymutable(v), p; sorted=sorted, alpha=alpha, beta=beta)
+quantile(itr, p; sorted::Bool=false,
+         type::Union{Integer, Nothing}=nothing,
+         alpha::Union{Real, Nothing}=nothing, beta::Union{Real, Nothing}=alpha) =
+    quantile!(collect(itr), p, sorted=sorted, type=type, alpha=alpha, beta=beta)
+
+quantile(v::AbstractVector, p;
+         sorted::Bool=false, type::Union{Integer, Nothing}=nothing,
+         alpha::Union{Real, Nothing}=nothing, beta::Union{Real, Nothing}=alpha) =
+    quantile!(sorted ? v : Base.copymutable(v), p;
+              sorted=sorted, type=type, alpha=alpha, beta=beta)
 
 # If package extensions are not supported in this Julia version
 if !isdefined(Base, :get_extension)