Stochastic Differential Equations -- basic question

General Usage
8

With sol being the solution of the Ensemble problem:

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It works exactly the same way if I replace mean with median, std, etc.

But for quantile (where I need an extra parameter), the following does not work (with, e.g., the 0.3 quantile):

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I wrote my own function for doing what I want, but it is not perfect – it only works for 2 and 3 dim matrices (I think), and there is no proper testing of arguments.

function quantile_my(A,q=0.5;dims=1)
    sA = size(A)
    nA = length(sA)
    iA = setdiff(1:nA,dims)
    if nA == 2
        return permutedims([quantile(A[i,:],q) for i in 1:sA[iA[1]]])
    elseif nA == 3
        return permutedims([quantile(A[i,j,:],q) for j in 1:sA[iA[2]], i in 1:sA[iA[1]]])
    else
        println("Doesn't work for your array dimension")
    end
end

It would be nice if quantile were “symmetric” in the sense of offering the same input array as the other statistical functions. Maybe I’m just overlooking the documentation.