Manually compute quantiles given probability of the data

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Natialol 2014-3-23

I want to calculate some quantiles in Matlab but given specific probabilities so I cannot use prctile or quantile.

Specifically if I have

Values         [a b c d e f;
Probabilities  .5 .1 .2 .05 .15]

I can sort with

sortrows,

then do a cumulative sum over the second row and finally interpolate using

interp1q.

Is there a faster way to do this?

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