Hi! Proc Means and Proc Univariate at present lack fast and accurate methods for calculation of quantile, means and standard deviation for large sets of data. In the paper "Fast and Accurate calculation... " by Anders Sköllermo I point at a possible method.
Suggestion: Look at this method. Develop it further to be a general method and implement it in the SAS procedures.
Future: I think that this method can also been very good when using several computers or parallel computers or computer networks and also on streaming data. However the method has not at al been tested for this. (The environment I had was SAS on demand for Academics).
/Br Anders Sköllermo
