Here is a collection of best-practice sorting algorithms that I have translated and optimized for use in VBA.
| Routine name | Functionality |
|---|---|
| Quantile5 | Stepwise EDF-fractile for presorted arr(1:NN), suitable for logged time-series data. This is R-type 5 |
| Quantile | Type of estimate or interpolation scheme as defined in the statistical package 'R' (5 to 9) |
| QuantileExact | Calculates median fractile for a sampled EDF xx(1:NN), using exact BETA(a,b)=0.5 where alpha=m, beta=N+1-n. This is the precise version of estimator R-type=8 in routine Fractile() |
| PercentileExact | Inverse discrete Empirical Distribution Function (EDF), i.e. outputs exact quantiles selected from cellRange without interpolation between values |
| QuickSort | Non-recursive in-place Quick Sort algorithm (Hoare's algorithm) to sort a list in O(NlogN) time. This specific variant uses a three-way partition ("fat pivot"), called "Program 7" by Bentley & McIlroy, which is the best way of handling duplicate values, better than Dual-pivot variants |
| QuickSort2 | Values in array arr() are output in ascending order of values in key(). Array key() is output in ascending order |
| QuickRank | Ranks the values in array key(first:last), i.e., outputs the list of rank pointers array idx(first:last) such that the value with rank R is key(idx(R)) |
| QuickSelect | The k-th highest value is returned in location arr(k) |
| QuickQuantile | Outputs weighted quantile for given fractile Pval |
| QuickQuantileRank | Outputs weighted quantile for given fractile Pval |
| RepeatingQuantiles | Same functionality as QuickQuantile, but using presorted lists, so that it is optimized for super-fast calling many times on the same array |
| QuickInsert | Binary-search insert algorithm for presorted lists. Adds element aa to a presorted array arr(1:NN), resulting in arr(1:NN+1) |
| ShellSort | Shell Sort for in-place sorting of an array. Shell Sort is almost as fast as QuickSort for small arrays, with O(n^1.25) |
| ShellSortRank | Shell Sort for in-place indexing of an indexed array |