Sorry it took me a while to get back to you, juggling a few different projects. This approach seems to be the best out of all listed. It can be slow, especially as the number of percentiles being evaluated increases. With 1000 percentiles being evaluated, takes about 3 minutes on my machine. Since I am starting at the highest level of data and will eventually stratify it down to subgroups, this works for me. Thank you for the clear explanation! ... View more