Hi! I have written a paper with the title "Fast and Exact Computation of ALL Quantiles for Very Large Amounts of Data".
This is a method AND a toolbox, 2000 million data values used on my Home PC where "Word is a bit slow".
I have used SAS Data step Language and a lot of very simpla SAS macro variables. For tran style, A lot of documentation. It is available on ResearchGate and on SAS Community. This is my third paper on this subject.. In all more than 6660 reads.
If you have any questioins or comments please send me a note at anders.skollermo@one.se
/Br Anders "Both my Age and my IQ are 77+"